TY  - RPRT
        AU  - Arulampalam, Wiji
AU  - Stewart, Mark
        TI  - Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
        PY  - 2007/Sep/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 3039
        UR  - https://www.iza.org/index.php/publications/dp3039
        AB  - This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an empirical model for the probability of unemployment and then in a set of simple simulation experiments.
        KW  - dynamic probit
KW  - dynamic discrete choice models
KW  - panel data
KW  - initial conditions
        ER  -