DPB: Dynamic Panel Binary Data Models in gretl

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 accomm...

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Main Authors:	Riccardo Lucchetti, Claudia Pigini
Format:	Article
Language:	English
Published:	Foundation for Open Access Statistics 2017-08-01
Series:	Journal of Statistical Software
Subjects:	gretl function package random-effects dynamic probit model quadratic exponential model gauss-hermite quadrature simulated maximum likelihood conditional maximum likelihood
Online Access:	https://www.jstatsoft.org/index.php/jss/article/view/2567

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spelling	doaj-030acc0030dd44558b9bf712ae6e61862020-11-24T22:50:03ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602017-08-0179113310.18637/jss.v079.i081135DPB: Dynamic Panel Binary Data Models in gretlRiccardo LucchettiClaudia PiginiThis 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.https://www.jstatsoft.org/index.php/jss/article/view/2567gretl function packagerandom-effects dynamic probit modelquadratic exponential modelgauss-hermite quadraturesimulated maximum likelihoodconditional maximum likelihood
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Riccardo Lucchetti Claudia Pigini
spellingShingle	Riccardo Lucchetti Claudia Pigini DPB: Dynamic Panel Binary Data Models in gretl Journal of Statistical Software gretl function package random-effects dynamic probit model quadratic exponential model gauss-hermite quadrature simulated maximum likelihood conditional maximum likelihood
author_facet	Riccardo Lucchetti Claudia Pigini
author_sort	Riccardo Lucchetti
title	DPB: Dynamic Panel Binary Data Models in gretl
title_short	DPB: Dynamic Panel Binary Data Models in gretl
title_full	DPB: Dynamic Panel Binary Data Models in gretl
title_fullStr	DPB: Dynamic Panel Binary Data Models in gretl
title_full_unstemmed	DPB: Dynamic Panel Binary Data Models in gretl
title_sort	dpb: dynamic panel binary data models in gretl
publisher	Foundation for Open Access Statistics
series	Journal of Statistical Software
issn	1548-7660
publishDate	2017-08-01
description	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.
topic	gretl function package random-effects dynamic probit model quadratic exponential model gauss-hermite quadrature simulated maximum likelihood conditional maximum likelihood
url	https://www.jstatsoft.org/index.php/jss/article/view/2567
work_keys_str_mv	AT riccardolucchetti dpbdynamicpanelbinarydatamodelsingretl AT claudiapigini dpbdynamicpanelbinarydatamodelsingretl
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DPB: Dynamic Panel Binary Data Models in gretl

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