Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Riccardo Lucchetti, Claudia Pigini
Title: DPB: Dynamic Panel Binary Data Models in gretl
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.

Page views:: 1373. Submitted: 2015-04-24. Published: 2017-08-10.
Paper: DPB: Dynamic Panel Binary Data Models in gretl     Download PDF (Downloads: 1830)
Supplements: gretl source package Download (Downloads: 100; 186KB)
v79i08.inp: hansl replication code Download (Downloads: 150; 11KB)
union_full.gdtb: Supplementary data Download (Downloads: 159; 129KB)

DOI: 10.18637/jss.v079.i08

This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.