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

Yoshitsugu Kitazawa

No 87, Discussion Papers from Kyushu Sangyo University, Faculty of Economics

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.

Keywords: Keywords: dynamic panel logit models; fixed effects; time dummies; time trends; point-identification; root-N consistent estimators; Monte Carlo experiments (search for similar items in EconPapers)
JEL-codes: C23 C25 C26 (search for similar items in EconPapers)
Pages: 32 pages
Date: 2026-03
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Persistent link: https://EconPapers.repec.org/RePEc:kyu:dpaper:87

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