摘要翻译：
Kitazawa(2013，2016)利用广义矩量法证明了具有严格外生协变量和固定效应的panel logit AR(1)模型中的公共参数在n根率下是可估计的。Honor\'e和Weidner(2020)在多个方向上推广了他的结果：他们发现了logit AR(1)模型的附加矩条件，并考虑了p>1的logit AR(p)模型的估计。本文证明了他们在文献中的一个猜想，证明了他们对logit AR(1)模型的2^{T}-2T矩函数是线性无关的，并且跨越有效矩函数集，该有效矩函数集是{0,1}^{T}的结果y元上实值函数的2^{T}-2T维向量空间的2^{T}-2T维线性子空间。本文还证明了当p=2和T元素为{3,4,5}时，有协变量和无协变量的panel logit AR(2)模型分别存在2^{T}-4(T-1)和2^{T}-(3t-2)线性无关矩函数。
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英文标题：
《Further results on the estimation of dynamic panel logit models with
  fixed effects》
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作者：
Hugo Kruiniger
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Mathematics        数学
二级分类：Statistics Theory        统计理论
分类描述：Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计：例如统计推断、回归、时间序列、多元分析、数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类：Statistics        统计学
二级分类：Statistics Theory        统计理论
分类描述：stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近，贝叶斯推论，决策理论，估计，基础，推论，检验。
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英文摘要：
  Kitazawa (2013, 2016) showed that the common parameters in the panel logit AR(1) model with strictly exogenous covariates and fixed effects are estimable at the root-n rate using the Generalized Method of Moments. Honor\'e and Weidner (2020) extended his results in various directions: they found additional moment conditions for the logit AR(1) model and also considered estimation of logit AR(p) models with p>1. In this note we prove a conjecture in their paper and show that 2^{T}-2T of their moment functions for the logit AR(1) model are linearly independent and span the set of valid moment functions, which is a 2^{T}-2T -dimensional linear subspace of the 2^{T} -dimensional vector space of real valued functions over the outcomes y element of {0,1}^{T}. We also prove that when p=2 and T element of {3,4,5}, there are, respectively, 2^{T}-4(T-1) and 2^{T}-(3T-2) linearly independent moment functions for the panel logit AR(2) models with and without covariates.
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PDF链接：
https://arxiv.org/pdf/2010.03382