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1 juin 2017
- handle: 10670/1.0kdvm3
- hal: hal-03945836
- doi: 10.1111/ectj.12091
- WOS: 000407235800007
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info:eu-repo/semantics/altIdentifier/doi/10.1111/ectj.12091
http://creativecommons.org/licenses/by-nc-nd/
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Koen Jochmans et al., « A Note on Sufficiency in Binary Panel Models », Archive ouverte de Sciences Po (SPIRE), ID : 10.1111/ectj.12091
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Résumé
Consider estimating the slope coefficients of a fixed‐effect binary‐choice model from two‐period panel data. Two approaches to semiparametric estimation at the regular parametric rate have been proposed: one is based on a sufficiency requirement, and the other is based on a conditional‐median restriction. We show that, under standard assumptions, both conditions are equivalent.