• Medientyp: E-Artikel
  • Titel: Fixed-effects binary choice models with three or more periods
  • Beteiligte: Davezies, Laurent [Verfasser:in]; D'Haultfœuille, Xavier [Verfasser:in]; Mugnier, Martin [Verfasser:in]
  • Erschienen: 2023
  • Erschienen in: Quantitative economics ; 14(2023), 3 vom: Juli, Seite 1105-1132
  • Sprache: Englisch
  • DOI: 10.3982/QE1991
  • Identifikator:
  • Schlagwörter: Binary choice models ; panel data ; point identification ; conditionalmoment restrictions ; Aufsatz in Zeitschrift
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: We consider fixed‐effects binary choice models with a fixed number of periods T and regressors without a large support. If the time‐varying unobserved terms are i.i.d. with known distribution F, Chamberlain (2010) shows that the common slope parameter is point identified if and only if F is logistic. However, he only considers in his proof T = 2. We show that the result does not generalize to T ≥ 3: the common slope parameter can be identified when F belongs to a family including the logit distribution. Identification is based on a conditional moment restriction. Under restrictions on the covariates, these moment conditions lead to point identification of relative effects. If T = 3 and mild conditions hold, GMM estimators based on these conditional moment restrictions reach the semiparametric efficiency bound. Finally, we illustrate our method by revisiting Brender and Drazen (2008).
  • Zugangsstatus: Freier Zugang
  • Rechte-/Nutzungshinweise: Namensnennung - Nicht kommerziell (CC BY-NC)