Chapter 8 - Panel Vector Autoregressions With Binary Data

Author

Bo E. Honoré, Ekaterini Kyriazidou, Mike Tsionas

Publication Year

2019

Type

Book Chapter

Keywords

Discrete choice models, Fixed effects, Multivariate dynamic logit models, Univariate panel data logit models

Book Title

Panel Data Econometrics

Pages

197 - 223

Publisher

Academic Press

ISBN

978-0-12-814367-4

URL

External link to reference

DOI

10.1016/B978-0-12-814367-4.00008-3