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Identification and estimation of thresholds in the fixed effects ordered logit model

Authors
Publisher
Univ., Dep. of Economics Zurich
Publication Date
Identifiers
DOI: 10.5167/uzh-51550
Keywords
  • C23
  • C25
  • J28
  • J64
  • Ddc:330
  • Ordered Response
  • Panel Data
  • Correlated Heterogeneity
  • Incidental Parameters
  • Logit-Modell
  • Panel
  • Theorie
Disciplines
  • Economics

Abstract

The paper proposes a new estimator for the fixed effects ordered logit model. In contrast to existing methods, the new procedure allows estimating the thresholds. The empirical relevance and simplicity of implementation is illustrated in an application to the effect of unemployment on life satisfaction.

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