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Estimating Binary choice models from cohort data

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorCollado, M. Dolores
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned2009-12-23T13:06:37Z
dc.date.available2009-12-23T13:06:37Z
dc.date.issued1997-12
dc.description.abstractIn this paper we discuss the estimation of binary choice models with individual effects, when the data available are time series of independent cross-sections. We specify a random effects model assuming that the conditional expectation of the individual effects is a linear function of the explanatory variables, and we show how to obtain a consistent estimator of the reduced form parameters. Then, we consider a minimum distance estimator and a within-groups estimator of the structural parameters, and we derive their asymptotic distributions. Finally, we carry out some Monte Carlo simulations to analyze the small sample performance of our estimators.
dc.format.mimetypeapplication/pdf
dc.identifier.urihttps://hdl.handle.net/10016/6225
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries97-93-30-45
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadística
dc.subject.otherTime series of cross-sections
dc.subject.othercohorts
dc.subject.othermeasurement errors
dc.subject.otherbinary choice models
dc.titleEstimating Binary choice models from cohort data
dc.typeworking paper*
dspace.entity.typePublication
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