THE LOGIT MODEL AND PANEL DATA VIA REPEATED OBSERVATIONS - A CLARIFICATION AND EXTENSION OF THE LITERATURE

被引：1

作者：

KELEJIAN, HH

机构：

[1] University of Maryland, College Park, MD

来源：

ECONOMICS LETTERS | 1992年 / 40卷 / 02期

关键词：

D O I：

10.1016/0165-1765(92)90212-H

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Large sample results are given for a GLS estimator which is based on a panel data logit model involving repeated observations. The model is such that the sample has two dimensions, say N and T. Our large sample results correspond to the case in which both N and T increase beyond limit. A conjecture relating to a more general case is offered for purposes of stimulating further research.

引用

页码：135 / 140

页数：6

共 23 条

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