Simulation-based Inference in Dynamic Panel Probit Models: an Application to Health

Paul Contoyannis (), Andrew Jones and Nigel Rice

Department of Economics Working Papers from McMaster University

Abstract: This paper considers the determinants of a binary indicator for the existence of functional limitations using seven waves (1991-1997) of the British Household Panel Survey(BHPS). The focal point of our analysis is a consideration of the relative contributions of state dependence, heterogeneity and serial correlation in expanding the dynamics of health. To investigate these issues we apply static and dynamic panel probit models with flexible error structures. To estimate the models we show strong positive state dependence, with the effect for men around 150% of the effect for women.

JEL-codes: C10 I10 (search for similar items in EconPapers)
Pages: 38 pages
Date: 2002-12
New Economics Papers: this item is included in nep-cmp, nep-dcm, nep-ecm and nep-hea
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Simulation-based inference in dynamic panel probit models: An application to health (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:mcm:deptwp:2002-12

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