THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS

By Jinyong Hahn. Econometric Theory, 2001

49 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Split-Panel Jackknife Estimation of Fixed-Effect Models (2015, background): “Discussion paper 2014-03 SPLIT-PANEL JACKKNIFE ESTIMATION OF FIXED-EFFECT MODELS Geert Dhaene Koen Jochmans Sciences Po Economics Discussion Papers”
Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model (2004, methodology): “’’ Hahn and Newey (2002) provide some broad generalities, but do not produce any firm coun-”
Estimating Dynamic Panel Data Discrete Choice Models with Fixed Effects (2007, result): “As a matter of fact, calculations in Hahn (2001) indicate that ffiffiffiffi N p -consistent estimation is infeasible in this case.”
The Behaviour of the Maximum Likelihood Estimator of Limited Dependent Variable Models in the Presence of Fixed Effects (2004, unknown): “by Kalbfleisch and Sprott (1970), Anderson (1973), Hsiao (1996) and Han (2002). Some quite general results are suggested in Hahn and Newey (2002), but no firm conclusions about the bias in”
Econometric Analysis of Panel Data (2020, methodology): “For some applications of measurement error in panel data, see Hamermesh (1989) for the case of academic salaries in the USA and Björklund (1989) for the case of job mobility in Sweden and Abowd and Card (1989) on the covariance structure of earnings and hours changes.”