DFEL-RTN, a set of TSP programs for root-N consistent estimations of dynamic fixed effects logit models

Yoshitsugu Kitazawa

No 81, Discussion Papers from Kyushu Sangyo University, Faculty of Economics

Abstract: gDFEL-RTN (version 0.0.0) h is a set of TSP programs for root-N consistently estimating the dynamic fixed effects logit model with strictly exogenous continuous explanatory variables and/or time dummies. This set facilitates the researchers exploring the binary choice panel data.

Keywords: dynamic fixed effects logit models; strictly exogenous continuous explanatory variables; time dummies; root-N consistent GMM estimators (search for similar items in EconPapers)
JEL-codes: C23 C25 (search for similar items in EconPapers)
Pages: 5 pages
Date: 2017-04
New Economics Papers: this item is included in nep-dcm
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