Collado, M. DoloresUniversidad Carlos III de Madrid. Departamento de Estadística2009-12-232009-12-231997-12https://hdl.handle.net/10016/6225In 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.application/pdfengAtribución-NoComercial-SinDerivadas 3.0 EspañaTime series of cross-sectionscohortsmeasurement errorsbinary choice modelsworking paperEstadísticaopen access