Consistent estimation of binary choice panel data models with heterogeneous linear trends

Thomas, Alban. (2006). Consistent estimation of binary choice panel data models with heterogeneous linear trends. Econometrics Journal, 9(2), 177-195.

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Thomas, Alban. (2006). Consistent estimation of binary choice panel data models with heterogeneous linear trends. Econometrics Journal, 9(2), 177-195.

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Abstract:

This paper presents an extension of fixed effects binary choice models for panel data, to the case of heterogeneous linear trends. Two estimators are proposed: a Logit estimator based on double conditioning and a semiparametric, smoothed maximum score estimator based on double differences. We investigate small-sample properties of these estimators with a Monte Carlo simulation experiment, and compare their statistical properties with standard fixed effects procedures. An empirical application to land renting decisions of Russian households between 1996 and 2002 is proposed.

URL:

http://dx.doi.org/10.1111/j.1368-423X.2006.00181.x

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Reference Type:
JOUR

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Author(s):
Thomas, Alban

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Year Published:
2006

Date Published:

Journal Name:
Econometrics Journal

Volume Number:
9

Issue Number:
2

Start Page Number:
177-195

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ISSN/ISBN:
1368-423X

DOI:
10.1111/j.1368-423X.2006.00181.x

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Reference ID:
1971

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Consistent estimation of binary choice panel data models with heterogeneous linear trends