Arbeitspapier
Semiparametric Identification in Panel Data Discrete Response Models
This paper studies semiparametric identification in linear index discrete response panel data models with fixed effects. Departing from the classic binary response static panel data model, this paper examines identification in the binary response dynamic panel data model and the ordered response static panel data model. It is shown that under mild distributional assumptions on the fixed effect and the time-varying unobservables, point-identification fails but informative bounds on the regression coefficients can still be derived. Partial identification is achieved by eliminating the fixed effect and discovering features of the distribution of the unobservable time-varying components that do not depend on the unobserved heterogeneity. Numerical analyses illustrate how the identified set changes as the support of the explanatory variables varies.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. TI 2018-065/III
- Klassifikation
-
Wirtschaft
Econometrics
Multiple or Simultaneous Equation Models: Panel Data Models; Spatio-temporal Models
Multiple or Simultaneous Equation Models: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- Thema
-
Static and Dynamic Panel Data
Binary Response Models
Ordered Response Models
Semiparametric Identification
Partial Identification
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Aristodemou, Eleni
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
2018
- Handle
- Letzte Aktualisierung
-
11.03.2025, 20:25 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Aristodemou, Eleni
- Tinbergen Institute
Entstanden
- 2018
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