Bo E. Honoré, Luojia Hu, Ekaterini Kyriazidou, Martin Weidner
arXiv 15 Jul 2022 · Econometrics · publishedEmpirical Economics (2023)
arXiv:2207.07343 · PDF · DOI · OpenAlex · Extracted main text
Two of Peter Schmidt's many contributions to econometrics have been to introduce a simultaneous logit model for bivariate binary outcomes and to study estimation of dynamic linear fixed effects panel data models using short panels. In this paper, we study a dynamic panel data version of the bivariate model introduced in Schmidt and Strauss (1975) that allows for lagged dependent variables and fixed effects as in Ahn and Schmidt (1995). We combine a conditional likelihood approach with a method of moments approach to obtain an estimation strategy for the resulting model. We apply this estimation strategy to a simple model for the intra-household relationship in employment. Our main conclusion is that the within-household dependence in employment differs significantly by the ethnicity composition of the couple even after one allows for unobserved household specific heterogeneity.
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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 | Schmidt and Strauss (1975) Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach | 1.000 | 13 | 5 | 100% |
| 2 | Honoré and Weidner (2022) Moment Conditions for Dynamic Panel Logit Models with Fixed Effects | 1.000 | 5 | 3 | 100% |
| 3 | Honoré and Kyriazidou (2019) Panel Vector Autoregressions With Binary Data | 0.874 | 7 | 2 | 100% |
| 4 | Ahn and Schmidt (1995) Efficient estimation of models for dynamic panel data | 0.644 | 2 | 2 | 100% |
| 5 | Honoré and Kyriazidou (2000) Panel Data Discrete Choice Models with Lagged Dependent Variables | 0.644 | 2 | 2 | 100% |
| 6 | Honoré (1992) Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects | 0.644 | 2 | 2 | 100% |
| 7 | Hu (2002) Estimation of a Censored Dynamic Panel Data Model self | 0.644 | 2 | 2 | 100% |
| 8 | Kyriazidou (2001) Estimation of Dynamic Panel Data Sample Selection Models self | 0.644 | 2 | 2 | 100% |
| 9 | Manski (1987) Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data | 0.644 | 2 | 2 | 100% |
| 10 | Wooldridge (2005) Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 38 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Transition Probabilities and Moment Restrictions in Dynamic Fixed Effects Logit Models | 0.405 | 1 | 1 |