A0946
Title: Integrated likelihood based inference for dynamic binary choice panel data models with fixed effects
Authors: Sofia Borodich Suarez - University of Luxembourg (Luxembourg) [presenting]
Martin Schumann - Maastricht University (Netherlands)
Gautam Tripathi - university of Luxembourg (Luxembourg)
Abstract: An integrated likelihood approach is used to estimate the parameters and marginal effects in an AR(1) binary choice panel data model with fixed effects. Additional covariates in the model are treated as being predetermined each period, which allows for feedback from the current outcome to the future covariates.
