Further results on the estimation of dynamic panel logit models with fixed effects
(2023)
Preprint / Working Paper
Kitazawa (2013, 2016) showed that the common parameters in the panel logit AR(1) model with strictly exogenous covariates and fixed effects are estimable at the root-n rate using the Generalized Method of Moments. Honoré and Weidner (2020) extended h... Read More about Further results on the estimation of dynamic panel logit models with fixed effects.