Moment conditions for dynamic panel logit models with fixed effects

This paper investigates the construction of moment conditions in discrete choice panel data with individual specific fixed effects. We describe how to systematically explore the existence of moment conditions that do not depend on the fixed effects, and we demonstrate how to construct them when they...

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Bibliographic Details
Main Authors: Honoré, BE, Weidner, M
Format: Internet publication
Language:English
Published: 2020