DFEL-RTN, a set of TSP programs for root-N consistent estimations of dynamic fixed effects logit models

 

 

This program set carrys out root-N consistent estimations of dynamic fixed effects logit models with strictly exogenous continuous explanatory variables and/or time dummies when four or more time periods are provided. The program set “DFEL-RTN (version 0.0.0)”, which is a provisional and incipient version, is downloadable from the link below. After downloading, please unzip the downloaded file into a folder of your choice. You can use this program set freely if ‘TSP 5.1 (Windows with OxMetrics interface)’ is appropriately installed on your Windows PC.

Download (DFEL-RTN (version 0.0.0)): dfelrtn000.zip

Document (DFEL-RTN (version 0.0.0)): dfelrtn000.pdf

Announcements (DFEL-RTN): here

Author: Yoshitsugu Kitazawa, Faculty of Economics, Kyushu Sangyo University, Japan
On any query, e-mail: kitazawa@ip.kyusan-u.ac.jp (Y. Kitazawa)

First Design 2017.4.3. Last Update 2017.4.7.

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