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The specification of dynamic discrete-time two-state panel data models

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dc.contributor.authorGorgens, Jakob (Tue)
dc.contributor.authorHyslop, Dean
dc.date.accessioned2021-06-30T02:59:43Z
dc.date.available2021-06-30T02:59:43Z
dc.date.issued2018-12-24
dc.description.abstractThis paper compares two approaches to analyzing longitudinal discrete-time binary outcomes. Dynamic binary response models focus on state occupancy and typically specify low-order Markovian state dependence. Multi-spell duration models focus on transitions between states and typically allow for state-specific duration dependence. We show that the former implicitly impose strong and testable restrictions on the transition probabilities. In a case study of poverty transitions, we show that these restrictions are severely rejected against the more flexible multi-spell duration models.en_AU
dc.description.sponsorshipT.G.’s research was supported in part by Australian Research Council Grant DP1096862. D.R.H.’s research was supported in part by the Royal Society of New Zealand Marsden Fund Grant MEP1301.en_AU
dc.identifier.issn2225-1146en_AU
dc.identifier.urihttp://hdl.handle.net/1885/238455
dc.provenanceThis article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).en_AU
dc.publisherMDPI Publicationen_AU
dc.relationhttp://purl.org/au-research/grants/arc/DP1096862en_AU
dc.rights© 2018 by the authorsen_AU
dc.rights.licenseCreative Commons Attribution (CC BY) licenseen_AU
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/en_AU
dc.sourceEconometricsen_AU
dc.subjectpanel dataen_AU
dc.subjecttransition dataen_AU
dc.subjectbinary responseen_AU
dc.subjectduration analysisen_AU
dc.subjectevent history analysisen_AU
dc.subjectdynamic modelsen_AU
dc.subjectcensored dataen_AU
dc.subjectinitial conditionsen_AU
dc.subjectrandom effectsen_AU
dc.titleThe specification of dynamic discrete-time two-state panel data modelsen_AU
dc.typeJournal articleen_AU
dcterms.accessRightsOpen Accessen_AU
dcterms.dateAccepted2018-12-18
local.bibliographicCitation.issue1en_AU
local.bibliographicCitation.lastpage16en_AU
local.bibliographicCitation.startpage1en_AU
local.contributor.affiliationGorgens, Jakob (Tue), College of Business and Economics, ANUen_AU
local.contributor.affiliationHyslop, Dean, Motu Economic and Public Policy Researchen_AU
local.contributor.authoruidGorgens, Jakob (Tue), u4033205en_AU
local.description.notesAdded manually as didn't import from ARIESen_AU
local.identifier.absfor140302 - Econometric and Statistical Methodsen_AU
local.identifier.absfor140304 - Panel Data Analysisen_AU
local.identifier.absseo970114 - Expanding Knowledge in Economicsen_AU
local.identifier.ariespublicationu3102795xPUB946en_AU
local.identifier.citationvolume7en_AU
local.identifier.doi10.3390/econometrics7010001en_AU
local.publisher.urlhttps://www.mdpi.com/en_AU
local.type.statusPublished Versionen_AU

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