We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a …

This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged …

We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a …

Many panel data methods, while allowing for general dependence between covariates and time-invariant agent … panel data models and present constructive methods to derive feasible moment-based estimators for specific models. We also …

In nonlinear panel models with fixed effects and fixed-T, the incidental parameter problem poses identification …

-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …

-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …

heterogeneity or unobserved state variables and panel data models with fixed effects. Recent developments in measurement error …

. Leading examples where this is the case are models for panel and network data that feature fixed effects. In this paper, we …

Fixed effects estimators of nonlinear panel data models can be severely biased because of the well-known incidental … expansions to M-estimators with concave objective functions in parameters for panel models with additive individual and time …