Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data

DOI10.2307/2297829zbMath0734.62057OpenAlexW1594739164MaRDI QIDQ3361738

Cheng Hsiao

Publication date: 1991

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/ws/files/1146598/CH5620361.pdf

zbMATH Keywords

consistencyasymptotic normalitypanel datamaximum likelihood estimatorserrors-in-variables modelsbinary choice modelsIdentification conditionsdichotomous latent variables modelsunbounded explanatory variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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