Testing for state dependence in the fixed-effects ordered logit model

Francesco Bartolucci, Claudia Pigini and Francesco Valentini

Economics Letters, 2023, vol. 222, issue C

Abstract: We propose a test for state dependence in the fixed-effects ordered logit, based on the Quadratic Exponential model. The test can be applied to models where persistence lies either in the latent or observed response variable.

Keywords: Conditional Maximum Likelihood; Fixed effects; Ordered panel data; Quadratic exponential model; State dependence (search for similar items in EconPapers)
JEL-codes: C12 C23 C25 (search for similar items in EconPapers)
Date: 2023
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Working Paper: Testing for state dependence in the fixed-effects ordered logit model (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004384

DOI: 10.1016/j.econlet.2022.110964

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