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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.
Official URL : http://tse-fr.eu/pub/31658
Identification Number : 10.1111/ectj.12091
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.
| Item Type: | Article |
|---|---|
| Language: | English |
| Date: | June 2017 |
| Refereed: | Yes |
| Uncontrolled Keywords: | binary choice, fixed effects, panel data, regular estimation, sufficiency |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 05 May 2017 15:03 |
| Last Modified: | 02 Apr 2021 15:55 |
| OAI Identifier: | oai:tse-fr.eu:31658 |
| URI: | https://publications.ut-capitole.fr/id/eprint/24031 |
