DPB: Dynamic Panel Binary Data Models in gretl
Riccardo (Jack) Lucchetti () and
Claudia Pigini ()
Journal of Statistical Software, 2017, vol. 079, issue i08
This paper presents the gretl function package DPB for estimating dynamic binary models with panel data. The package contains routines for the estimation of the randomeffects dynamic probit model proposed by Heckman (1981b) and its generalisation by Hyslop (1999) and Keane and Sauer (2009) to accommodate AR(1) disturbances. The fixed-effects estimator by Bartolucci and Nigro (2010) is also implemented. DPB is available on the gretl function packages archive.
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Working Paper: DPB: Dynamic Panel Binary data models in Gretl (2015)
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