Binary choice panel data models with predetermined variables

By M. Arellano, Raquel Carrasco. 2003

182 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/bad298ed778854aaee9e84e9fca91b1d9e50972b

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In Economics and Econometrics

Citations in the corpus

Fixed effects estimation of structural parameters and marginal effects in panel probit models (2007, background): “Arellano and Carrasco (2003), for example, argue against the plausibility of the exogeneity assumption for fertility variables on the female labor participation decision and propose a random effects estimator that only requires the regressors to be predetermined.”
Bounds on Parameters in Panel Dynamic Discrete Choice Models (2006, methodology): “For example, Arellano and Carrasco (2003) explicitly model the distribution of αi + εit conditional on”
Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models (2012, background): “1 we have E [ ()|X] = E [∗ ()|X] + E [ (2)|X] = E [∗ (1)|X] + E [ (21)] = 0 (X) + δ0  = 1      (6)”
Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects (2009, methodology): “As mentioned earlier, the general approach proposed here can be applied to the semiparametric binary choice panel structure, as in Arellano and Carrasco (2003).”
Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors (2002, methodology): “When f is known, equation ( 6 ) simpliÞes to qit hit ziy it, which makes (10) simplify to ordinary two stage least squares.”
Modelling income processes with lots of heterogeneity (2010, background): “(1991), An and Liu (2000), Wooldridge (2005) and Arellano and Carrasco (2003).”
Fixed Effects Estimation of Large-TPanel Data Models (2018, background): “…for linear models; Cox (1958), Rasch (1960), Andersen (1970), Chamberlain (1980), Manski (1987), Horowitz (1992), Honoré & Kyriazidou (2000), and Arellano & Carrasco (2003) for static and dynamic binary choice models; Hausman, Hall & Griliches (1984) for static Poisson models; Honoré (1992)…”
Bias Corrections for Two-Step Fixed Effects Panel Data Estimators (2007, methodology): “attractive than Full or Partial Maximum Likelihood of the system ( 1 ).”
Psychological Pressure in Competitive Environments: Evidence from a Randomized Natural Experiment (2010, methodology): “Arellano 11The specification of Arellano and Carrasco (2003) is more general in the sense that it also includes a time-varying component, γt, common to all individuals.”