DPB: Dynamic Panel Binary Data Models in gretl

This paper presents the gretl function package DPB for estimating dynamic binary models with panel data.The package contains routines for the estimation of the randomeffects dynamic probit model proposed by Pacifier Clips Heckman (1981b) and its generalisation by Hyslop (1999) and Keane and Sauer (2009) to accommodate AR(1) disturbances.The fixed-effects estimator Snacks by Bartolucci and Nigro (2010) is also implemented.DPB is available on the gretl function packages archive.

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