A Note on Sufficiency in Binary Panel Models

Koen Jochmans and Thierry Magnac

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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.

Keywords: Binary choice; Fixed effects; Panel data; Regular estimation; Sufficiency (search for similar items in EconPapers)
Date: 2017-06-01
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Published in Econometrics Journal, 2017, 20 (2), pp.259-269. ⟨10.1111/ectj.12091⟩

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Related works:
Journal Article: 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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Persistent link: https://EconPapers.repec.org/RePEc:hal:spmain:hal-03945836

DOI: 10.1111/ectj.12091

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