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摘要翻译：
我们研究了一个考虑固定效应和状态依赖的有序结果的固定-$T$panel数据logit模型。给出了模型中自回归参数、回归系数和阈值参数的辨识结果。我们的结果只需要对结果变量进行四次观察。给出了复合条件极大似然估计是相合的和渐近正态的条件。我们使用我们的估计器来探索2003-2016年期间欧洲国家的一个小组中自我报告健康的决定因素。我们发现：（一）自回归参数是正的，类似于线性AR(1)系数约为0.25，表明健康状况持续存在；(ii)一旦我们控制了未观察到的异质性和持久性，收入和健康之间的联系就变得不重要了。
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英文标题：
《A dynamic ordered logit model with fixed effects》
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作者：
Chris Muris, Pedro Raposo, Sotiris Vandoros
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最新提交年份：
2020
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
We study a fixed-$T$ panel data logit model for ordered outcomes that accommodates fixed effects and state dependence. We provide identification results for the autoregressive parameter, regression coefficients, and the threshold parameters in this model. Our results require only four observations on the outcome variable. We provide conditions under which a composite conditional maximum likelihood estimator is consistent and asymptotically normal. We use our estimator to explore the determinants of self-reported health in a panel of European countries over the period 2003-2016. We find that: (i) the autoregressive parameter is positive and analogous to a linear AR(1) coefficient of about 0.25, indicating persistence in health status; (ii) the association between income and health becomes insignificant once we control for unobserved heterogeneity and persistence.
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PDF链接：
https://arxiv.org/pdf/2008.05517
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