The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …

We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a … parameter 0, whereas the distribution of unit-specific heterogeneity, as well as the feedback process that maps lagged outcomes … learning about 0 may be possible even in short panels with feedback. As a complement, we report calculations of identified sets …

-year unbalanced panel data set from Norwegian farm couples (households) and logit modeling of one-period transition … market transitions ; agriculture ; panel data ; markov chain ; logit analysis ; state dependence ; multiple job-holding …

three representative models: spatial cross-sectional, static or dynamic panel models. Monte Carlo results show that the …

Inference on common parameters in panel data models with individual-specific fixed effects is a classic example of … small), but this solution is not applicable to all panel data models of interest. Another solution, which applies to a … applicable to a large class of panel data models even when T is relatively small. …

The estimation of linear, static regression equations from panel data with measurement errors in the regressors is … delimiting the valid IV's are redundant. Illustrations based on data on inputs and outputs from an eight year panel of …

coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed … effects in the panel. It is shown that the pooled estimator remains consistent so long as delta < 1, and is asymptotically …

compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …

-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T …

This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially … rejected in favor of the interactive effects specification. -- quantile regression ; panel data ; interactive effects …