A note on sufficiency in binary panel models

Koen Jochmans and Thierry Magnac

Working Papers from HAL

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

Keywords: binary choice; fixed effects; panel data; regular estimation; sufficiency. (search for similar items in EconPapers)
Date: 2015-12-01
New Economics Papers: this item is included in nep-dcm
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Related works:
Journal Article: A note on sufficiency in binary panel models (2017)
Working Paper: A Note on Sufficiency in Binary Panel Models (2017)
Working Paper: A Note on Sufficiency in Binary Panel Models (2017)
Working Paper: A note on sufficiency in binary panel models (2015)
Working Paper: A note on sufficiency in binary panel models (2015)
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