Jochmans, Koen and Magnac, Thierry (2017) A Note on Sufficiency in Binary Panel Data Models. The Econometrics Journal, vol. 20 (n° 2). pp. 259-269.

Abstract

Consider estimating the slope coefficients of a fixed-effect binary-choice model from twoperiod panel data. Two approaches to semiparametric estimation at the regular parametric rate have been proposed. One is based on a sufficiency requirement, the other is based on a conditional-median restriction. We show that, under standard assumptions, both conditions are equivalent.