Estimation procedures for ordered categories usually assume that the estimated coefficients of independent variables do … Williams (gologit2) with the random effects estimation command regoprob by Stefan Boes …

specification of a spatial dynamic panel data probit (SDPDprobit) model, which allows to deal with cross-sectional dependence, time … dependence and individual (spatial) or time fixed effects in a nonlinear setting. The first ML-based estimator is a panel version …

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …

The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …) bias in β^. We add to this literature in two important ways. First, we focus on estimation of the fixed effects proper, as …