An alternative root-n consistent estimator for panel data binary choice models Academic Article

abstract

• In this paper, we present an alternative root-n consistent estimator for panel data fixed-effects binary choice models. The proposed estimator relaxes one of the key conditions that are required for the consistency of the estimator proposed in Honor and Lewbel (2002), and is shown to be consistent and asymptotically normally distributed under some sufficient conditions. An easy to compute consistent estimator for the asymptotic covariance is provided. 2009 Elsevier B.V. All rights reserved.

authors

• Gan, Li

published proceedings

• JOURNAL OF ECONOMETRICS

author list (cited authors)

• Ai, C., & Gan, L. i.

citation count

• 9

complete list of authors

• Ai, Chunrong||Gan, Li

publication date

• January 2010

publisher

• Elsevier  Publisher

published in

• Journal of Econometrics  Journal

keywords

• Binary Choice
• Panel Data
• Root-n Consistency

Digital Object Identifier (DOI)

• 10.1016/j.jeconom.2009.10.019

start page

• 93

end page

• 100

volume

• 157

issue

• 1

URL

• http://dx.doi.org/10.1016/j.jeconom.2009.10.019