Arbeitspapier
Identification in dynamic binary choice models
This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged outcome, additional observed regressors and an unobserved unit-specific effect. It is shown that with two consecutive periods of data identification is not possible (in a neighborhood of zero), even in the logistic case.
- Language
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Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP16/23
- Classification
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Wirtschaft
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
Multiple or Simultaneous Equation Models: Panel Data Models; Spatio-temporal Models
- Subject
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Panel Data
Binary Choice
Feedback
Identification
- Event
-
Geistige Schöpfung
- (who)
-
Chamberlain, Gary
- Event
-
Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
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2023
- DOI
-
doi:10.47004/wp.cem.2023.1623
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Chamberlain, Gary
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2023
Other Objects (12)
Identification in dynamic binary choice models
Dynamic time series binary choice
Identification of structural dynamic discrete choice models
Identification of discrete choice models for bundles and binary games
Identification of counterfactuals in dynamic discrete choice models
Predictions from Binary Choice Models
Identification in a binary choice panel data model with a predetermined covariate
Identification in a binary choice panel data model with a predetermined covariate
A note on identification of discrete choice models for bundles and binary games
An exponential class of dynamic binary choice panel data models with fixed effects
An exponential class of dynamic binary choice panel data models with fixed effects
Endogenous semiparametric binary choice models with heteroscedasticity
Identification in dynamic binary choice models
Dynamic time series binary choice
Identification of structural dynamic discrete choice models
Identification of discrete choice models for bundles and binary games
Identification of counterfactuals in dynamic discrete choice models
Predictions from Binary Choice Models
Identification in a binary choice panel data model with a predetermined covariate
Identification in a binary choice panel data model with a predetermined covariate
A note on identification of discrete choice models for bundles and binary games
An exponential class of dynamic binary choice panel data models with fixed effects
An exponential class of dynamic binary choice panel data models with fixed effects
Endogenous semiparametric binary choice models with heteroscedasticity
Identification in dynamic binary choice models
Dynamic time series binary choice
Identification of structural dynamic discrete choice models
Identification of discrete choice models for bundles and binary games
Identification of counterfactuals in dynamic discrete choice models
Predictions from Binary Choice Models
Identification in a binary choice panel data model with a predetermined covariate
Identification in a binary choice panel data model with a predetermined covariate
A note on identification of discrete choice models for bundles and binary games
An exponential class of dynamic binary choice panel data models with fixed effects
An exponential class of dynamic binary choice panel data models with fixed effects