Linear estimations of dynamic fixed effects logit models only with time effects

Yoshitsugu Kitazawa

Papers from arXiv.org

Abstract: This paper proposes linear estimation methods for dynamic fixed effects logit models only with time effects (i.e., those only with time dummies and only with time trends). The linear estimators point-identify transformations of parameters of interest for the models if five or more time periods are provided and then point-identify the parameters of interest. What it boils down to is that root-N consistent estimations are attainable for these models. Monte Carlo results corroborate this conclusion.

Date: 2026-04
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2604.24150

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