Economics, Econometrics and Finance
5 years ago

New Estimators Improve Accuracy of Dynamic Probit Models for Panel Data.

Journal of Time Series Analysis
Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects
Wei Gao, Wicher Bergsma, Qiwei Yao

Paper Summary

The article discusses a new way to estimate a dynamic relationship in panel data when there are many individual factors to consider. The researchers found that their new method for estimating the dynamic parameter performs better when individual effects are large compared to existing methods.

Related papers

Economics, Econometrics and Finance
4 years ago

Dynamic training participation model reveals no superior estimator for British employees.

Spatial Econometrics
Infrastructure Impact
Gender Inequality
1 view
Economics, Econometrics and Finance
4 years ago

Revolutionizing panel probit model estimation for faster, more accurate results!

Trade Impact
Economic Growth
Climate Policies
Economics, Econometrics and Finance
4 years ago

Inter-firm networks crucial for driving firm-level innovation, study finds.

Firm Dynamics
Public Finance
Corporate Governance
1 view