Estimating Dynamic Probit Models with Higher-order Time- and Network-lag Structure and Correlated Random Effects

Peter H. Egger () and Michaela Kesina ()
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Peter H. Egger: ETH Zurich
Michaela Kesina: University of Groningen

A chapter in Seven Decades of Econometrics and Beyond, 2025, pp 233-260 from Springer

Abstract: Abstract Many strategic choices in the social sciences involve sluggish adjustment with an ex-ante unknown lag structure as well as patterns of interdependency among the cross-sectional units, which call for a flexible parameterization based on multiple networks. This chapter proposes straightforward panel-probit estimation approaches based on control functions for such problems. The paper outlines the estimation approaches and illustrates their suitability by simulation examples.

Date: 2025
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DOI: 10.1007/978-3-031-92699-0_8

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