Discrete choices with panel data

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1. Verfasser: Manuel Arellano
Format: Artículo científico
Sprache:en
Veröffentlicht: Fundación SEPI 2003
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_version_ 1876426115091791872
author Manuel Arellano
author_facet Manuel Arellano
contents Discrete choices with panel data Manuel Arellano Economía y Finanzas panel data fixed efects modified likelihood asymptotic corrections Keywords: Binary choice This paper reviews the existing approaches to deal with panel data binary choice models with individual efects. Their relative strengths and weaknesses are discussed. Much theoretical and empirical research is needed in this area, and the paper points to several aspects that deserve further investigation. In particular,I illustrate the usefulness of asymptotic arguments in providing bothapproximately unbiased moment conditions, and approximations to sampling distributions for panels of diferent sample sizes. 2003 otro 0210-1521 https://www.redalyc.org/articulo.oa?id=17327301 en http://www.redalyc.org/revista.oa?id=173 Investigaciones Económicas application/pdf Fundación SEPI Investigaciones Económicas (España) Num.3 Vol.XXVII
format Artículo científico
id redalyc_17327301
institution Redalyc
language en
publishDate 2003
publisher Fundación SEPI
spellingShingle Discrete choices with panel data
Manuel Arellano
Economía y Finanzas
panel data
fixed efects
modified likelihood
asymptotic corrections
Keywords: Binary choice
Discrete choices with panel data Manuel Arellano Economía y Finanzas panel data fixed efects modified likelihood asymptotic corrections Keywords: Binary choice This paper reviews the existing approaches to deal with panel data binary choice models with individual efects. Their relative strengths and weaknesses are discussed. Much theoretical and empirical research is needed in this area, and the paper points to several aspects that deserve further investigation. In particular,I illustrate the usefulness of asymptotic arguments in providing bothapproximately unbiased moment conditions, and approximations to sampling distributions for panels of diferent sample sizes. 2003 otro 0210-1521 https://www.redalyc.org/articulo.oa?id=17327301 en http://www.redalyc.org/revista.oa?id=173 Investigaciones Económicas application/pdf Fundación SEPI Investigaciones Económicas (España) Num.3 Vol.XXVII
title Discrete choices with panel data
topic Economía y Finanzas
panel data
fixed efects
modified likelihood
asymptotic corrections
Keywords: Binary choice
url https://www.redalyc.org/articulo.oa?id=17327301