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.

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Year of publication:	2023
Authors:	Chamberlain, Gary
Published in:	SERIEs - Journal of the Spanish Economic Association. - ISSN 1869-4195. - Vol. 14.2023, 3/4, p. 247-251
Publisher:	Heidelberg : Springer
Subject:	Panel data \| Binary choice \| Feedback \| Identification

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Type of publication:	Article
Type of publication (narrower categories):	Article
Language:	English
Other identifiers:	10.1007/s13209-023-00276-0 [DOI] 1879622424 [GVK]
Classification:	C23 - Models with Panel Data ; C33 - Models with Panel Data
Source:	EconStor

Persistent link: https://www.econbiz.de/10014496127