see
Wooldridge, Jeffrey M. "Simple Solutions to the Initial Conditions
Problem in Dynamic, Nonlinear Panel Data Models with Unobserved
Effects." Journal of Applied Econometrics, Vol. 20, No. 1, 2005, pp.
39-54.
for a useful discussion, and an example of his approach where he
indicates that a dynamic probit with an additive unobserved effect
inside the CDF can be estimated using "standard random effects probit
software," e.g. -xtprobit, re- in Stata9.
On 12/17/05, Mehmet Gurses <[email protected]> wrote:
> Hello everybody,
>
> I have been trying to get information about the "dynamic probit" model. My
> questions are (1) How it is different than the "xtprobit"? (2) How do I analyze
> a data set using dynamic probit in Stata?
>
> Thank you,
>
> Memo
> Department of Political Science
> University of North Texas
>
> *
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> * http://www.ats.ucla.edu/stat/stata/
>
*
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