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Preprints, Working Papers, ... Year : 2015

A note on sufficiency in binary panel models

Abstract

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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hal-01248065 , version 1 (23-12-2015)

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Koen Jochmans, Thierry Magnac. A note on sufficiency in binary panel models. 2015. ⟨hal-01248065⟩
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