Bo E. Honoré, Chris Muris, Martin Weidner
arXiv 7 Jul 2021 · Econometrics · publishedQuantitative Economics (2025) · 3 citations (OpenAlex)
arXiv:2107.03253 · PDF · DOI · OpenAlex · Extracted main text
This paper studies a dynamic ordered logit model for panel data with fixed effects. The main contribution of the paper is to construct a set of valid moment conditions that are free of the fixed effects. The moment functions can be computed using four or more periods of data, and the paper presents sufficient conditions for the moment conditions to identify the common parameters of the model, namely the regression coefficients, the autoregressive parameters, and the threshold parameters. The availability of moment conditions suggests that these common parameters can be estimated using the generalized method of moments, and the paper documents the performance of this estimator using Monte Carlo simulations and an empirical illustration to self-reported health status using the British Household Panel Survey.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Honoré and Weidner (2020) Moment Conditions for Dynamic Panel Logit Models with Fixed Effects | 0.950 | 14 | 4 | 86% |
| 2 | Bonhomme (2012) Functional differencing | 0.928 | 4 | 3 | 100% |
| 3 | Muris, Raposo, and Vandoros (2023) A dynamic ordered logit model with fixed effects | 0.909 | 8 | 4 | 75% |
| 4 | Muris (2017) Estimation in the Fixed-Effects Ordered Logit Model self | 0.874 | 5 | 2 | 100% |
| 5 | Contoyannis, Jones, and Rice (2004) The dynamics of health in the British Household Panel Survey | 0.843 | 3 | 3 | 100% |
| 6 | Dobronyi, Gu, and Kim (2021) Identification of Dynamic Panel Logit Models with Fixed Effects | 0.644 | 3 | 2 | 67% |
| 7 | Kitazawa (2021) Transformations and moment conditions for dynamic fixed effects logit models | 0.644 | 2 | 2 | 100% |
| 8 | Honoré and Kyriazidou (2000) Panel data discrete choice models with lagged dependent variables | 0.585 | 3 | 1 | 100% |
| 9 | Baetschmann, Staub, and Winkelmann (2015) Consistent estimation of the fixed effects ordered logit model | 0.511 | 2 | 1 | 100% |
| 10 | Johnson (2004) Panel Data Models With Discrete Dependent Variables | 0.511 | 2 | 1 | 100% |
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