An alternative root-\(n\) consistent estimator for panel data binary choice models

DOI10.1016/j.jeconom.2009.10.019zbMath1431.62577OpenAlexW2139322885MaRDI QIDQ530973

Li Gan, Chunrong Ai

Publication date: 1 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.019

zbMATH Keywords

panel databinary choiceroot-\(n\) consistency

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (6)

A logit model with endogenous explanatory variables and network externalities ⋮ A Simple Estimator for Binary Choice Models with Endogenous Regressors ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects ⋮ A root-\(N\) consistent estimator for some fixed-effects panel data sample selection models ⋮ Endogeneity in Semiparametric Panel Binary Choice Model

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