An alternative root-n consistent estimator for panel data binary choice models

DOI10.1016/J.JECONOM.2009.10.019zbMATH Open1431.62577OpenAlexW2139322885MaRDI QIDQ530973FDOQ530973

Authors: Chunrong Ai, Li Gan 

Publication date: 1 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.019

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zbMATH Keywords

panel dataroot-\(n\) consistencybinary choice

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Cites Work

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• On methods of sieves and penalization
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• A Smoothed Maximum Score Estimator for the Binary Response Model
• A Semiparametric Maximum Likelihood Estimator
• First-difference estimator for panel censored-selection models.
• A Root- N Consistent Semiparametric Estimator for Related-effect Binary Response Panel Data

Cited In (10)

• A root-\(N\) consistent estimator for some fixed-effects panel data sample selection models
• A logit model with endogenous explanatory variables and network externalities
• A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
• Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
• Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
• Endogeneity in semiparametric panel binary choice model
• Consistent estimation of binary‐choice panel data models with heterogeneous linear trends
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
• A simple estimator for binary choice models with endogenous regressors
• Estimating dynamic binary choice models using irregularly spaced panel data

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