@inbook{156296, keywords = {Discrete choice models, Fixed effects, Multivariate dynamic logit models, Univariate panel data logit models}, author = {Bo E. Honor{\'e} and Ekaterini Kyriazidou and Mike Tsionas}, title = {Chapter 8 - Panel Vector Autoregressions With Binary Data}, year = {2019}, journal = {Panel Data Econometrics}, pages = {197 - 223}, publisher = {Academic Press}, isbn = {978-0-12-814367-4}, url = {http://www.sciencedirect.com/science/article/pii/B9780128143674000083}, doi = {10.1016/B978-0-12-814367-4.00008-3}, language = {eng}, }