Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Further results on the estimation of dynamic panel logit models with
  fixed effects   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.

31
The categories of this paper are: ao-sci
23
The categories of this paper are: solv-int
7
The categories of this paper are: hep-th
14
The categories of this paper are: math-ph
33
The categories of this paper are: plasm-ph
10
The categories of this paper are: q-bio
15
The categories of this paper are: nucl-ex
24
The categories of this paper are: dg-ga
26
The categories of this paper are: bayes-an
25
The categories of this paper are: patt-sol
29
The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
35
The categories of this paper are: mtrl-th
4
The categories of this paper are: cond-mat
21
The categories of this paper are: adap-org
6
The categories of this paper are: astro-ph