Random Effects Dynamic Panel Models for Unequally Spaced Multivariate Categorical Repeated Measures: An Application to Child–Parent Exchanges of Support

Abstract Exchanges of practical or financial help between people living in different households are a major component intergenerational exchanges within families and an increasingly important source support for individuals need. Using longitudinal data, bivariate dynamic panel models can be applied to study the effects changes individual circumstances on given received from non-coresident parents reciprocity exchanges. However, use rotating module collection data leads where response measurements unequally spaced taken less frequently than time-varying covariates. Existing approaches this problem focus fixed linear univariate continuous responses. We propose random estimator family that handle continuous, binary ordinal multivariate The performance is assessed simulation study. A probit model then estimate partnership employment transitions previous year presence age children current individual’s propensity give receive help. Annual respondents’ partnership, status dependent children, collected at 2- 5-year intervals used