Testing for state dependence in the fixed-effects ordered logit model

C-Tier

Journal: Economics Letters

Year: 2023

Volume: 222

Issue: C

Authors (3)

Bartolucci, Francesco (Università degli Studi di Peru...) Pigini, Claudia (not in RePEc) Valentini, Francesco (Università degli Studi di Pisa)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Abstract

We propose a test for state dependence in the fixed-effects ordered logit, based on the Quadratic Exponential model. The test can be applied to models where persistence lies either in the latent or observed response variable.

Testing for state dependence in the fixed-effects ordered logit model

Authors (3)

Abstract

Technical Details