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Dynamic Ordered Panel Logit Models

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

Abstract

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.

Citation extraction

43
references
82
in-text mentions
43
distinct cited
2
self-citations
17,014
main-text words

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Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1Honoré and Weidner (2020) Moment Conditions for Dynamic Panel Logit Models with Fixed Effects0.95014486%
2Bonhomme (2012) Functional differencing0.92843100%
3Muris, Raposo, and Vandoros (2023) A dynamic ordered logit model with fixed effects0.9098475%
4Muris (2017) Estimation in the Fixed-Effects Ordered Logit Model self0.87452100%
5Contoyannis, Jones, and Rice (2004) The dynamics of health in the British Household Panel Survey0.84333100%
6Dobronyi, Gu, and Kim (2021) Identification of Dynamic Panel Logit Models with Fixed Effects0.6443267%
7Kitazawa (2021) Transformations and moment conditions for dynamic fixed effects logit models0.64422100%
8Honoré and Kyriazidou (2000) Panel data discrete choice models with lagged dependent variables0.58531100%
9Baetschmann, Staub, and Winkelmann (2015) Consistent estimation of the fixed effects ordered logit model0.51121100%
10Johnson (2004) Panel Data Models With Discrete Dependent Variables0.51121100%

Showing the top 10 of 43 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models1.00063
2Moment Conditions for Dynamic Panel Logit Models with Fixed Effects0.84344
3The Projection Solution to the Incidental Parameter Problem0.81142
4Identification of Dynamic Panel Logit Models with Fixed Effects We thank Victor Aguirregabiria, Roger Koenker, Ismael Mourifié and Stanislav Volgushev for useful discussion. We are grateful to numerous seminar participants for their feedback, and are especially grateful to Francesca Molinari and three anonymous referees for their helpful comments. All errors are our own0.73732
5Robust Analysis of Short Panels0.73732
6Robust Priors in Nonlinear Panel Models with Individual and Time Effects0.64422
7Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity0.51121
8Simultaneity in Binary Outcome Models with an Application to Employment for Couples0.40511
9Transition Probabilities and Moment Restrictions in Dynamic Fixed Effects Logit Models0.40511
10Functional Differencing in Networks0.40511