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6 - Discrete Data

Published online by Cambridge University Press:  19 May 2022

Cheng Hsiao
Affiliation:
University of Southern California
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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.

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Publisher: Cambridge University Press
Print publication year: 2022

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  • Discrete Data
  • Cheng Hsiao, University of Southern California
  • Book: Analysis of Panel Data
  • Online publication: 19 May 2022
  • Chapter DOI: https://doi.org/10.1017/9781009057745.007
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  • Discrete Data
  • Cheng Hsiao, University of Southern California
  • Book: Analysis of Panel Data
  • Online publication: 19 May 2022
  • Chapter DOI: https://doi.org/10.1017/9781009057745.007
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Discrete Data
  • Cheng Hsiao, University of Southern California
  • Book: Analysis of Panel Data
  • Online publication: 19 May 2022
  • Chapter DOI: https://doi.org/10.1017/9781009057745.007
Available formats
×