A note on sufficiency in binary panel models

Koen Jochmans and Thierry Magnac

Econometrics Journal, 2017, vol. 20, issue 2, 259-269

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 sufficiency requirement, and the other is based on a conditional‐median restriction. We show that, under standard assumptions, both conditions are equivalent.

Date: 2017
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http://hdl.handle.net/10.1111/ectj.12091

Related works:
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)
Working Paper: A note on sufficiency in binary panel models (2015)
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