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Semi-Nonparametric Estimation of Binary Choice Models Using Panel Data: an Application to the Innovative Activity of German Firms

Francois Laisney (), Michael Lechner and Winfried Pohlmeier ()

No 1992035, Discussion Papers (REL - Recherches Economiques de Louvain) from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

Abstract: François Laisney, Michael Lechner and Winfried Pohlmeier This paper presents an extension of Chamberlain's approach to modelling correlated random effects in a dichotomous model estimated on panel data. The extension consists in relaxing the arbitrary normality assumption made on all error terms and on specifying instead a SNP distribution for the composite error term resulting in each wave from Chamberlain's treatment of correlated random effects. An application to a panel of 1325 German firms illustrates the feasibility of the approach.

JEL-codes: C14 C23 C25 (search for similar items in EconPapers)
Pages: 14
Date: 1992-09-01
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