A Computationally Practical Simulation Estimator For Panel-data
- Publisher:
- Econometric Society
- Publication Type:
- Journal Article
- Citation:
- Econometrica, 1994, 62 (1), pp. 95 - 116
- Issue Date:
- 1994-01
Closed Access
| Filename | Description | Size | |||
|---|---|---|---|---|---|
 | 2006012702OK.pdf | 508.78 kB |
Copyright Clearance Process
- Recently Added
- In Progress
- Closed Access
This item is closed access and not available.
In this paper I develop a practical extension of McFaddens method of simulated moments estimator for limited dependent variable models to the panel data case. The method is based on a factorization of the MSM first order condition into transition probabi
Please use this identifier to cite or link to this item: