Arbeitspapier
Moment conditions for dynamic panel logit models with fixed effects
This paper investigates the construction of moment conditions in discrete choice panel data with individual specific fixed effects. We describe how to systematically explore the existence of moment conditions that do not depend on the fixed effects, and we demonstrate how to construct them when they exist. Our approach is closely related to the numerical "functional differencing" construction in Bonhomme (2012), but our emphasis is to find explicit analytic expressions for the moment functions. We first explain the construction and give examples of such moment conditions in various models. Then, we focus on the dynamic binary choice logit model and explore the implications of the moment conditions for identification and estimation of the model parameters that are common to all individuals.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP22/22
- Klassifikation
-
Wirtschaft
- Thema
-
Logit-Modell
Panel
Dynamische Wirtschaftstheorie
Momentenmethode
Erwerbstätigkeit
Theorie
USA
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Honoré, Bo E.
Weidner, Martin
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2022
- DOI
-
doi:10.47004/wp.cem.2022.2222
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:46 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Honoré, Bo E.
- Weidner, Martin
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2022
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