In this paper we discuss parameter identification and likelihood evaluation for multinomial multiperiod Probit models. It is shown in particular that the standard autoregressive specification used in the literature can be interpreted as a latent common factor model. However, this specification...

This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an...

The demand of scientists for confidential micro data from official sources has created discussion of how to anonymize these data in such a way that they can be given to the scientific community. We report results from a German project which exploits various options of anonymization for producing...