This paper presents the gretl function package DPB for estimating dynamic binary models with panel data. The package contains routines for the estimation of the randomeffects dynamic probit model proposed by Heckman (1981b) and its generalisation by Hyslop (1999) and Keane and Sauer (2009) to accommodate AR(1) disturbances. The fixed-effects estimator by Bartolucci and Nigro (2010) is also implemented. DPB is available on the gretl function packages archive.
DPB: Dynamic Panel Binary Data Models in Gretl / Lucchetti, Riccardo; Pigini, Claudia. - In: JOURNAL OF STATISTICAL SOFTWARE. - ISSN 1548-7660. - ELETTRONICO. - 79:8(2017), pp. 1-33. [10.18637/jss.v079.i08]
DPB: Dynamic Panel Binary Data Models in Gretl
LUCCHETTI, Riccardo;PIGINI, CLAUDIA
2017-01-01
Abstract
This paper presents the gretl function package DPB for estimating dynamic binary models with panel data. The package contains routines for the estimation of the randomeffects dynamic probit model proposed by Heckman (1981b) and its generalisation by Hyslop (1999) and Keane and Sauer (2009) to accommodate AR(1) disturbances. The fixed-effects estimator by Bartolucci and Nigro (2010) is also implemented. DPB is available on the gretl function packages archive.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
