Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors

From MaRDI portal
Publication:5475018

DOI10.1111/1468-0262.00363zbMath1141.62360OpenAlexW2049681773MaRDI QIDQ5475018

Arthur Lewbel, Bo E. Honoré

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://fmwww.bc.edu/EC-P/wp455.pdf




Related Items (37)

The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effectsIdentification and information in monotone binary modelsRoot-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection modelTesting semiparametric conditional moment restrictions using conditional martingale transformsIdentification of panel data models with endogenous censoringIdentifying the average treatment effect in ordered treatment models without unconfoundednessk-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATAMultilevel and nonlinear panel data modelsNonparametric estimation of dynamic discrete choice models for time series dataSemiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous RegressorsA Simple Estimator for Binary Choice Models with Endogenous RegressorsNONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTSGrouped effects estimators in fixed effects modelsFixed‐effects binary choice models with three or more periodsIdentification of dynamic binary response modelsIdentification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource sharesEstimation of a nonlinear panel data model with semiparametric individual effectsIdentification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effectsSemiparametric identification in panel data discrete response modelsDECONVOLUTING PREFERENCES AND ERRORS: A MODEL FOR BINOMIAL PANEL DATAA comparison of semiparametric estimators for the ordered response modelEditorial. Annals Journal of Econometrics: Nonlinear and nonparametric methods in econometricsAn alternative root-\(n\) consistent estimator for panel data binary choice modelsUncertainty and measurement error in welfare models for risk changesSelection correction in panel data models: An application to the estimation of females' wage equationsOPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONSFixed effects estimation of structural parameters and marginal effects in panel probit modelsBinary response correlated random coefficient panel data modelsRoot-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoringBias corrections for two-step fixed effects panel data estimatorsIdentification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneityNonparametric identification of discrete choice models with lagged dependent variablesBinary choice panel data models with predetermined variablesSEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADSSemiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variablesEndogeneity in Semiparametric Panel Binary Choice ModelNONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS




This page was built for publication: Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors