RT Generic
T1 Estimating Binary choice models from cohort data
A1 Collado, M. Dolores
A2 Universidad Carlos III de Madrid. Departamento de Estadística, 
AB 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.
YR 1997
FD 1997-12
LK https://hdl.handle.net/10016/6225
UL https://hdl.handle.net/10016/6225
LA eng
DS e-Archivo
RD 20 may. 2024