Hello all, for my master thesis on bank's NPL, after having estimated the determinants of bad loan with Dynamic Panel Model (in particular xtdpdgmm-FOD Difference GMM) I have to apply a fractional dynamic probit since my dependent variable is the percentage of NPL in bank's balance sheet (in the Difference GMM case I have used the logit transformation of the percentage).
Is there any good example of how to use such a model on Stata and also a theoretical paper/slides that explain it?
Related Posts with Fractional Dynamic Probit
Formulating a Parametric Translog Input Distance Function in order to get technical efficiency and elasticity of substitutionI am using a panel data set for the manufacturing industries (firm-level data) for about 20 years, w…
Handling missing data in matched case-control data-setDear all, I would like to ask handling missing data in case control data-set (1:2) matched on age a…
post-estimation/testparm with xtscc regression using time and fixed effects dummiesHello, I am currently working with an unbalanced panel data set. We would like run some regressions…
Bootstrap (Resampling residuals) in stcoxHi all, I am currently using stcox to analysis the timing of turning points of US stock market cycle…
How to? Chi test of homogeneity for categorial variablesHi guys, Below i have included a sample of my two categorial variables. How do i perform a Chi^2 te…
Subscribe to:
Post Comments (Atom)
0 Response to Fractional Dynamic Probit
Post a Comment