For questions, please contact Prof. Tim Christensen - timothy.christensen@nyu.edu
Abstract:
This paper contributes to the literature by obtaining new moment conditions for dynamic panel data logit models with fixed effects. The paper introduces those
new moments, explores their implications for identification of the model parameters that are common to all individuals, and discusses estimation via GMM. We
find that those common parameters can be estimated at root-n rate for many more dynamic panel logit models than previously thought.