Binary Response Models for Panel Data: Identification and Information

By Gary Chamberlain. 2010

150 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/dcfe98dc27135d2e78208bb9cb31d83778c7f579

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In Economics and Econometrics

Citations in the corpus

Split-Panel Jackknife Estimation of Fixed-Effect Models (2015, background): “…for x = 0, 1 and a given distribution function F , a fixed-T consistent estimator of θ0 is available when F is logistic (Chamberlain 1985), but when F is Gaussian θ0 is not point identified for small T (Honoré and Tamer 2006; see also Chamberlain 2010 on the lack of point identification).”
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models (2014, unknown): “, Chen and Pouzo (2012a), Chen et al. (2014)), λmin(Dn) → 0 while λmin(Dn,ex) stays strictly positive as k(n)→∞.”
Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models (2012, unknown): “Using (21) we then might try, by appealing to the law of iterated expectations, to identify β20 by E ∙ ∆ − δ0 ∆ ̧  (22)”
Minimizing Sensitivity to Model Misspecification (2018, methodology): “with analogous counterparts to (19) and (20).”
Individual and time effects in nonlinear panel models with large N , T (2013, result): “However, there are results, e.g. from Honoré and Tamer (2006), Chamberlain (2010), and Chernozhukov et al. (2013), showing that model parameters and APEs are not point identified in important nonlinear panel datamodels under fixed-T asymptotic sequences, implying that no fixed-T consistent point…”
Estimating Semi-Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity (2016, unknown): “Econometrica, Vol. 86, No. 2 (March, 2018), 737–761”
Average and Quantile Effects in Nonseparable Panel Models (2009, background): “(15) In the next sections we will discuss how these bounds can be computed and estimated.”
Identification and estimation of marginal effects in nonlinear panel models (2008, unknown): “As discussed above, for the binary choice model the marginal effect of a change in Xit from x̄ to x̃, conditional on Xi = Xk, is μk = D −1 Z [F ¡ x̃0β∗ + α ¢ − F ¡ x̄0β∗ + α ¢ ]Qk(dα), (8) for a distance D.”
Fixed Effects Estimation of Large-TPanel Data Models (2018, background): “Fifth, some models are not √ N -estimable or not even point identified under the fixed-T approximation, see , e.g., Chamberlain (2010), Honoré & Tamer (2006), Chernozhukov, Fernández-Val, Hahn & Newey (2013), Shi, Shum & Song (2014), and Pakes & Porter (2013).”