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

A-Tier
Journal: Journal of Econometrics
Year: 2010
Volume: 157
Issue: 1
Pages: 93-100

Authors (2)

Ai, Chunrong (not in RePEc) Gan, Li (Texas A&M University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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 Honoré 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.

Technical Details

RePEc Handle
repec:eee:econom:v:157:y:2010:i:1:p:93-100
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25