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DPB: Dynamic panel binary data models in gretl
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نویسنده
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lucchetti r. ,pigini c.
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منبع
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journal of statistical software - 2017 - دوره : 79 - شماره : 0
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چکیده
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This paper presents the gretl function package dpb for estimating dynamic binary models with panel data. the package contains routines for the estimation of the randomeffects dynamic probit model proposed by heckman (1981b) and its generalisation by hyslop (1999) and keane and sauer (2009) to accommodate ar(1) disturbances. the fixed-effects estimator by bartolucci and nigro (2010) is also implemented. dpb is available on the gretl function packages archive. © 2017,american statistical association. all rights reserved.
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کلیدواژه
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Conditional maximum likelihood; Gauss-hermite quadrature; Gretl function package; Quadratic exponential model; Random-effects dynamic probit model; Simulated maximum likelihood
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آدرس
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department of economics and social sciences,faculty of economics,università politecnica delle marche,ancona,60121, Italy, department of economics and social sciences,faculty of economics,università politecnica delle marche,ancona,60121, Italy
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Authors
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