This paper proposes a robust method for semiparametric identification and estimation in panel multinomial choice models …

This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent … "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive … widely used GMM estimators for the conditional AR(1) panel model are inconsistent under trending fixed effects sequences …

they can also be exploited in species sampling problems: indeed they are natural tools for modeling the random proportions … observed from further sampling, conditional on observed data, assuming the observations are exchangeable and directed by a …