关于二元面板模型的充分性的注记

IF 2.9 4区经济学 Q1 ECONOMICS

Econometrics Journal Pub Date : 2017-04-04 DOI:10.1111/ectj.12091

Koen Jochmans, Thierry Magnac

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引用次数: 2

摘要

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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A note on sufficiency in binary panel models

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.

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来源期刊

Econometrics Journal 管理科学-数学跨学科应用

CiteScore

4.20

自引率

5.30%

发文量

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.