Bivariate dynamic probit models for panel data

Alfonso Miranda

Mexican Stata Users' Group Meetings 2010 from Stata Users Group

Abstract: In this talk, I will discuss the main methodological features of the bivariate dynamic probit model for panel data. I will present an example using simulated data, giving special emphasis to the initial conditions problem in dynamic models and the difference between true and spurious state dependence. The model is fit by maximum simulated likelihood.

Date: 2010-06-10
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:msug10:07

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