DPB: Dynamic Panel Binary Data Models in gretl

DPB: Dynamic Panel Binary Data Models in gretl

Blog Article

This paper presents Solid Cologne 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 Mirrors gretl function packages archive.