Economics at your fingertips  

DPB: Dynamic Panel Binary Data Models in gretl

Riccardo (Jack) Lucchetti () and Claudia Pigini ()

Journal of Statistical Software, 2017, vol. 079, issue i08

Abstract: 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.

Date: 2017-08-10
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed

Downloads: (external link) ... e/v079i08/v79i08.inp ... 9i08/union_full.gdtb

Related works:
Working Paper: DPB: Dynamic Panel Binary data models in Gretl (2015) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:


Access Statistics for this article

Journal of Statistical Software is currently edited by Bettina Grün, Edzer Pebesma and Achim Zeileis

More articles in Journal of Statistical Software from Foundation for Open Access Statistics
Bibliographic data for series maintained by Christopher F. Baum ().

Page updated 2019-07-22
Handle: RePEc:jss:jstsof:v:079:i08