Estimating Binary choice models from cohort data

M. Dolores Collado

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: In this paper we discuss the estimation of binary choice models with individual effects, when the data available are time series of independent cross-sections. We specify a random effects model assuming that the conditional expectation of the individual effects is a linear function of the explanatory variables, and we show how to obtain a consistent estimator of the reduced form parameters. Then, we consider a minimum distance estimator and a within-groups estimator of the structural parameters, and we derive their asymptotic distributions. Finally, we carry out some Monte Carlo simulations to analyze the small sample performance of our estimators.

Keywords: Time; series; of; cross-sections; cohorts; measurement; errors; binary; choice; models (search for similar items in EconPapers)
Date: 1997-12
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:6225

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