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

DOI10.1111/j.1368-423X.2006.00181.xzbMath1145.91389OpenAlexW2030253510MaRDI QIDQ5488512

Alban Thomas

Publication date: 22 September 2006

Published in: The 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

semiparametric estimationpanel databinary choiceland rent

Mathematics Subject Classification ID

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

Related Items (1)

The role of conditional likelihoods in latent variable modeling

Cites Work

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

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