Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data

Cheng Hsiao

The Review of Economic Studies, 1991, vol. 58, issue 4, 717-731

Abstract: Identification conditions for binary choice errors-in-variables models are explored. Conditions for the consistency and asymptotic normality of the maximum likelihood estimators of binary choice models with unbounded explanatory variables are given. Two- or three-step estimators to simplify computation are also suggested.

Date: 1991
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Related works:
Working Paper: IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA (1989)
Working Paper: Identification and Estimation of Dichotomous Latent Variables Models using Panel Data (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:oup:restud:v:58:y:1991:i:4:p:717-731.

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