A note on sufficiency in binary panel models
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Publication Date
2017-06-01Journal Title
Econometrics Journal
ISSN
1368-4221
Publisher
Oxford University Press (OUP)
Volume
20
Issue
2
Pages
259-269
Type
Article
This Version
AM
Metadata
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Jochmans, K., & Magnac, T. (2017). A note on sufficiency in binary panel models. Econometrics Journal, 20 (2), 259-269. https://doi.org/10.1111/ectj.12091
Abstract
© 2017 Royal Economic Society. 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 sufficiency requirement, and the other is based on a conditional-median restriction. We show that, under standard assumptions, both conditions are equivalent.
Sponsorship
European Research Council (715787)
Identifiers
External DOI: https://doi.org/10.1111/ectj.12091
This record's URL: https://www.repository.cam.ac.uk/handle/1810/286878
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