Dynamic Ordered Panel Logit Models

Bo Honoré, Chris Muris and Martin Weidner
Additional contact information
Bo Honoré: Princeton University
Martin Weidner: University of Oxford

Working Papers from Princeton University. Economics Department.

Abstract: We study a dynamic ordered logit model for panel data with fixed effects. We establish the validity of a set of moment conditions that are free of the fixed effects and that can be computed using four or more periods of data. We establish sufficient conditions for these moment conditions to identify the regression coefficients, the autoregressive parameters, and the threshold parameters. The parameters can be estimated using generalized method of moments. We document the performance of this estimator using Monte Carlo simulations and an empirical illustration to self-reported health status using the British Household Panel Survey.

Keywords: model (search for similar items in EconPapers)
JEL-codes: C23 C25 (search for similar items in EconPapers)
Date: 2021-12
New Economics Papers: this item is included in nep-dcm, nep-hea and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

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https://arxiv.org/pdf/2107.03253.pdf

Related works:
Working Paper: Dynamic Ordered Panel Logit Models (2024)
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Persistent link: https://EconPapers.repec.org/RePEc:pri:econom:2021-14

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