作者：Muris, Chris; Raposo, Pedro; Vandoros, Sotiris
作者单位：McMaster University; Universidade Catolica Portuguesa; University of London; University College London; Harvard University
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 determinant...
