We introduce pseudo-indirect inference, a modified version of indirect inference, to estimate on panel data a binary dynamic logit model, allowing for unobserved heterogeneity. Simulations show that the estimator displays a root-N convergence.
Event
Research Economic Seminar: Indirect inference for binary dynamic models
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Conférencier Antonio Cosma, DEM, Université du Luxembourg
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Lieu
Participation by invitation
LU
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Thème(s)
Sciences économiques & gestion