1 juin 2017
Ce document est lié à :
info:eu-repo/semantics/altIdentifier/doi/10.1111/ectj.12091
http://creativecommons.org/licenses/by-nc-nd/
Koen Jochmans et al., « A Note on Sufficiency in Binary Panel Models », HAL-SHS : économie et finance, ID : 10.1111/ectj.12091
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.