A note on the identifiability of a dynamic binary choice model with state dependence

DOI10.1016/0165-1765(92)90004-IMaRDI QIDQ2366940zbMATH OpenOpenAlexFDO

Authors Brian P. McCall

Publication date 30 September 1993

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(92)90004-i

zbMATH Keywords

continuous regressorsidentifiability conditionsjoint distribution of errorsnonparametric class of error distributionsstate dependencetwo-period binary choice model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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Cites work

• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• scientific article; zbMATH DE number 3816888 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Identification of Binary Response Models
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
• The Non-Parametric Identification of Generalized Accelerated Failure-Time Models

Cited in

(3)

• Job search with related information and wage signalling
• A note on identification in discrete choice models with partial observability
• CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES

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