A note on sufficiency in binary panel models

IF 2.9 4区 经济学 Q1 ECONOMICS
Koen Jochmans, Thierry Magnac
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引用次数: 2

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 sufficiency requirement, and the other is based on a conditional-median restriction. We show that, under standard assumptions, both conditions are equivalent.

关于二元面板模型的充分性的注记
考虑从两期面板数据估计固定效应二元选择模型的斜率系数。提出了正则参数率下半参数估计的两种方法:一种是基于充分性要求,另一种是基于条件中位数限制。我们证明,在标准假设下,这两个条件是等价的。
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来源期刊
Econometrics Journal
Econometrics Journal 管理科学-数学跨学科应用
CiteScore
4.20
自引率
5.30%
发文量
25
审稿时长
>12 weeks
期刊介绍: The Econometrics Journal was established in 1998 by the Royal Economic Society with the aim of creating a top international field journal for the publication of econometric research with a standard of intellectual rigour and academic standing similar to those of the pre-existing top field journals in econometrics. The Econometrics Journal is committed to publishing first-class papers in macro-, micro- and financial econometrics. It is a general journal for econometric research open to all areas of econometrics, whether applied, computational, methodological or theoretical contributions.
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