Book contents
- Frontmatter
- Dedication
- Contents
- Figures
- Tables
- Preface to the Fourth Edition
- 1 Introduction
- 2 Linear Static Models with Additive Effects
- 3 Dynamic Models with Additive Specific Effects
- 4 Simultaneous-Equations Models
- 5 Dynamic System
- 6 Discrete Data
- 7 Limited Dependent and Sample Selection Models
- 8 Some Nonlinear Models
- 9 Miscellaneous Topics
- 10 Interactive Effects Models
- 11 Spatial Models and Tests for Cross-Sectional Dependence
- 12 Program Evaluation Using Panel Data
- 13 Variable Coefficients Models
- 14 Big Data Analytics
- References
- Author Index
- Subject Index
- Econometric Society Monographs Series
6 - Discrete Data
Published online by Cambridge University Press: 19 May 2022
Book contents
- Frontmatter
- Dedication
- Contents
- Figures
- Tables
- Preface to the Fourth Edition
- 1 Introduction
- 2 Linear Static Models with Additive Effects
- 3 Dynamic Models with Additive Specific Effects
- 4 Simultaneous-Equations Models
- 5 Dynamic System
- 6 Discrete Data
- 7 Limited Dependent and Sample Selection Models
- 8 Some Nonlinear Models
- 9 Miscellaneous Topics
- 10 Interactive Effects Models
- 11 Spatial Models and Tests for Cross-Sectional Dependence
- 12 Program Evaluation Using Panel Data
- 13 Variable Coefficients Models
- 14 Big Data Analytics
- References
- Author Index
- Subject Index
- Econometric Society Monographs Series
Summary
Popular parametric and semiparametric estimation methods for static and dynamic qualitative choice models are introduced. Methods for controlling the presence of incidental parameters in panel static and dynamic models are introduced. Issues of true or spurious "state dependence" for dynamic models are discussed, and the independence of initial conditions for a dynamic qualitative choice model is illustrated.
Keywords
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- Chapter
- Information
- Analysis of Panel Data , pp. 165 - 213Publisher: Cambridge University PressPrint publication year: 2022