Consistent estimation of binary‐choice panel data models with heterogeneous linear trends

DOI10.1111/J.1368-423X.2006.00181.XMaRDI QIDQ5488512zbMATH OpenOpenAlexFDO

Authors Alban Thomas

Publication date 22 September 2006

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1368-423x.2006.00181.x

zbMATH Keywords

panel datasemiparametric estimationbinary choiceland rent

Mathematics Subject Classification ID

Social choice (91B14) Statistical methods; economic indices and measures (91B82)

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Cites work

• Binary response models for panel data: identification and information
• Estimation of a panel data model with parametric temporal variation in individual effects
• GMM estimation of linear panel data models with time-varying individual effects
• Individual effects and dynamics in count data models.
• Maximum score estimation of the stochastic utility model of choice
• Orthogonal Parameters and Panel Data
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator

Cited in

(11)

• A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
• An alternative root-\(n\) consistent estimator for panel data binary choice models
• Using panel data to examine racial and gender differences in debt burdens
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
• Estimating dynamic binary choice models using irregularly spaced panel data
• Estimation of panel data models with binary indicators when treatment effects are not constant over time
• Panel Binary Variables and Sufficiency: Generalizing Conditional Logit
• Binary choice panel data models with predetermined variables
• Deconvoluting preferences and errors: a model for binomial panel data
• Panel data analysis of household brand choices
• The role of conditional likelihoods in latent variable modeling

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