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A note on the estimation problem of dynamic binary panel data model with fixed effects
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نویسنده
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yu g. ,gao w. ,shi n.-z.
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منبع
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pakistan journal of statistics - 2012 - دوره : 28 - شماره : 2 - صفحه:271 -278
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چکیده
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This paper considers the estimation of dynamic binary panel data model with fixed effects. a bias correction estimator which is the bias correction of maximum likelihood estimator is proposed,and we show that it is asymptotically unbiased and consistent. monte carlo simulations are presented to illustrate the bias correction estimator obtained. © 2012 pakistan journal of statistics.
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کلیدواژه
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Alternating iterative method (AIM); Bias correction estimator (BCE); Fixed effects; Maximum likelihood estimator (MLE); Panel data
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آدرس
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key laboratory for applied statistics of moe,school of mathematics and statistics,northeast normal university,changchun,china,school of mathematics and quantitative economics,dongbei university of finance and economics, China, key laboratory for applied statistics of moe,school of mathematics and statistics,northeast normal university, China, key laboratory for applied statistics of moe,school of mathematics and statistics,northeast normal university, China
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Authors
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