This paper presents some two-step estimators for a wide range of parametric panel data models with censored endogenous … decomposition of the reduced form residuals. The panel nature of the data allows adjustment, and testing, for two forms of …

functions for the panel probit model. The analysis is motivated by the complexity of maximum likelihood estimation and the … is unnecessary. In this note, we reconsider maximum likelihood based estimation of their panel probit model then examine … some extensions which can exploit the heterogeneity contained in their panel data set. Empirical results are obtained using …

Modeling and estimating autocorrelated discrete data can be challenging. In this paper, we use an autoregressive panel …

This paper proposes the transformed maximum likelihood estimator for short dynamic panel data models with interactive …

This paper proposes the transformed maximum likelihood estimator for short dynamic panel data models with interactive …