most citedApproximate conditional inference for panel logit models allowing for state dependence and unobserved heterogeneity

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math.ST2007★ 1 cited

Approximate conditional inference for panel logit models allowing for state dependence and unobserved heterogeneity

Francesco Bartolucci, Valentina Nigro

We show that a dynamic logit model for binary panel data allowing for state dependence and unobserved heterogeneity may be accurately approximated by a quadratic exponential model,…