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A note on sufficiency in binary panel models

 

Notice

Type:   Working paper
 
Titre:   A note on sufficiency in binary panel models
 
Auteur(s):   Jochmans, Koen (1982-...) - Département d'économie (Auteur)
Magnac, Thierry - Groupe de recherche en économie mathématique et quantitative (Auteur)
 
Date de publication:   2015-12
 
Collection:   Sciences Po Economics Discussion Papers  :  2015-10
 
Mots-clés:   [en] binary choice, fixed effects, panel data, regular estimation, sufficiency.
 
Résumé:   [en] Consider estimating the slope coefficients of a fixed-effect binary-choice model from two-period panel data. Two approaches to semiparametric estimation at the regular parametric rate have been proposed. One is based on a sufficient statistic, the other is based on a conditional-median restriction. We show that, under standard assumptions, both approaches are equivalent.
 
 

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