Panel Binary Variables and Sufficiency: Generalizing Conditional Logit

DOI10.1111/J.1468-0262.2004.00556.XMaRDI QIDQ5475065zbMATH OpenOpenAlexFDO

Authors Thierry Magnac

Publication date 16 June 2006

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1468-0262.2004.00556.x

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

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Cited in

(25)

• The logit model and panel data via repeated observations. A clarification and extension of the literature
• Binary choice panel data models with predetermined variables
• Integrated likelihood based inference for nonlinear panel data models with unobserved effects
• Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
• Nonparametric estimation of the ability density in the mixed-effect Rasch model
• On uniqueness of the conditional maximum likelihood estimation for a binary panel model
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
• Panel conditional and multinomial logit with time-varying parameters
• The robustness of conditional logit for binary response panel data models with serial correlation
• PANEL DATA HEDONICS: ROSEN'S FIRST STAGE AS A “SUFFICIENT STATISTIC”
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Non-parametric models in binary choice fixed effects panel data
• Testing identifying assumptions in nonseparable panel data models
• Binary response models for panel data: identification and information
• An alternative root-\(n\) consistent estimator for panel data binary choice models
• Testing for State Dependence with Time-Variant Transition Probabilities
• Consistent estimation of binary‐choice panel data models with heterogeneous linear trends
• Heterogeneous credit union production technologies with endogenous switching and correlated effects
• Exponential class of dynamic binary choice panel data models with fixed effects
• Fixed‐effects binary choice models with three or more periods
• Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
• Causal models for longitudinal and panel data: a survey
• Moment conditions for dynamic panel logit models with fixed effects
• Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data

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