Consistent estimation of binary‐choice panel data models with heterogeneous linear trends
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Publication:5488512
DOI10.1111/J.1368-423X.2006.00181.XzbMATH Open1145.91389OpenAlexW2030253510MaRDI QIDQ5488512FDOQ5488512
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
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Cites Work
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Maximum score estimation of the stochastic utility model of choice
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Orthogonal Parameters and Panel Data
- 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
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models
- Binary response models for panel data: identification and information
- Individual effects and dynamics in count data models.
Cited In (11)
- Binary choice panel data models with predetermined variables
- Panel data analysis of household brand choices
- Using panel data to examine racial and gender differences in debt burdens
- 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
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Panel Binary Variables and Sufficiency: Generalizing Conditional Logit
- The role of conditional likelihoods in latent variable modeling
- Deconvoluting preferences and errors: a model for binomial 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
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