Publication: Estimating Binary choice models from cohort data
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1997-12
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Abstract
In 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.
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Time series of cross-sections, cohorts, measurement errors, binary choice models