Identification in dynamic binary choice models

Gary Chamberlain

SERIEs: Journal of the Spanish Economic Association, 2023, vol. 14, issue 3, No 2, 247-251

Abstract: Abstract This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged outcome, additional observed regressors and an unobserved unit-specific effect. It is shown that with two consecutive periods of data identification is not possible (in a neighborhood of zero), even in the logistic case.

Keywords: Panel data; Binary choice; Feedback; Identification (search for similar items in EconPapers)
JEL-codes: C23 C33 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s13209-023-00276-0

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