A Computationally Practical Simulation Estimator For Panel-data

Econometric Society
Publication Type:
Journal Article
Econometrica, 1994, 62 (1), pp. 95 - 116
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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
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