Large sample results are given for a GLS estimator which is based on a panel data logit model involving repeated observations. The model is such that the sample has two dimensions, say N and T. Our large sample results correspond to the case in which both N and T increase beyond limit. A conjecture relating to a more general case is offered for purposes of stimulating further research.
The Logit Model and Panel Data via Repeated Observations: A Clarification and Extension of the LiteratureHarry H. Kelejian ,
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The Logit Model and Panel Data via Repeated Observations: A Clarification and Extension of the Literature