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Binary Response Models for Panel Data: Identification and Information
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DOI：10.3982/ECTA8419.png)
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Abstract
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This paper has two results. If the support of the observed predictor variables is bounded, then identification is possible only in the logistic case. Even if the support is unbounded, so that (from Manski (1987)) identification holds quite generally, the information bound is zero unless F is logistic. Hence consistent estimation at the standard pn rate is possible only in the logistic case.
Keywords:
Panel data
binary response
correlated random effects
identification
information bound
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