Estimating Dynamic Panel Data Discrete Choice Models with Fixed Effects

By Jesús M. Carro. 2007

204 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b64e844a8af931ff1253773113341ea08e264bca

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In Economics and Econometrics

Citations in the corpus

Identification and estimation of marginal effects in nonlinear panel models (2008, unknown): “As discussed above, for the binary choice model the marginal effect of a change in Xit from x̄ to x̃, conditional on Xi = Xk, is μk = D−1 ∫ [F ( x̃′β∗ + α )− F (x̄′β∗ + α]Q∗k(dα), (8) 10”
Panel data analysis—advantages and challenges (2007, unknown): “Following an idea of Cox and Reid (1987), Arellano (2001) and Carro (2005) propose deriving the modified MLE by maximizing the modified log-likelihood function”
Individual and time effects in nonlinear panel models with large N , T (2013, background): “…Phillips and Moon (1999), Hahn and Kuersteiner (2002), Lancaster (2002), Woutersen (2002), Alvarez and Arellano (2003), Hahn and Newey (2004), Carro (2007), Arellano and Bonhomme (2009), Fernández-Val (2009), Hahn and Kuersteiner (2011), Fernández-Val and Vella (2011) and Kato et al. (2012).”
Fixed effects estimation of structural parameters and marginal effects in panel probit models (2007, methodology): “All the results presented here are based on 1000 replications and the designs follow Heckman (1981), Greene (2004), and HN04 for the static probit model, and Honoré and Kyriazidou (2000), HK04, and Carro (2007) for the dynamic logit model.”
Split-Panel Jackknife Estimation of Fixed-Effect Models (2015, methodology): “Like Carro (2007) and Fernández-Val (2009), we estimate (7.”
Bias Corrections for Two-Step Fixed Effects Panel Data Estimators (2007, unknown): “I2it := x0itµ1 + µ2dit + fi2i + †2it; ( 3 ) and f(¢) and g(¢) are known functions.”
The Behavior of the Fixed Effects Estimator in Nonlinear Models (2002, background): “A partial list of only the most recent studies of the probit model includes Arellano and Honoré (2001), Cerro (2002), Chen et al.”
Persistence of innovation: stylised facts and panel data evidence (2009, background): “Carro (2003) suggested a modified maximum likelihood estimator for the dynamic probit model, but the estimator is only consistent when T goes to infinity.”
Fixed Effects Estimation of Large-TPanel Data Models (2018, background): “…Hahn & Kuersteiner (2002), Lancaster (2002), Woutersen (2002), Arellano (2003a), Alvarez & Arellano (2003), Li, Lindsay & Waterman (2003), Hahn & Newey (2004), Carro (2007), Fernández-Val (2009), Hahn & Kuersteiner (2011), Fernández-Val & Lee (2013) and Dhaene & Jochmans (2015b), among others.”
Bias and consistency in three-way gravity models (2019, methodology): “For example, confidence interval estimates could be adjusted further to account for the uncertainty in the estimated variance—Kauermann and Carroll (2001) describe such a correction for the standard PPML model.”
Hyperbolic Transformation and Average Elasticity in the Framework of the Fixed Effects Logit Model (2011, methodology): “Various approaches are proposed in line with the bias-adjustment: Hahn and Newey (2004) [8], Cox and Reid (1987) [9], Lancaster (2002) [10], Arellano (2003) [11], Arellano and Bonhomme (2009) [12], Carro (2007) [13], Fernández-Val (2009) [14], Severini (1998) [15], Pace and Salvan (2006) [16], Beste”
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA (2009, background): “In order to rule out the incidental parameters problem in the models considered in this literature, it is theoretically necessary for N = o(T ); see Hahn and Kuersteiner (2002, 2004), Woutersen (2002), Carro (2007), Hahn and Newey (2004), Fernandez-Val (2005), or Arellano and Hahn (2007).”