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A Root-N Consistent Semiparametric Estimator for Fixed Effect Binary Response Panel Data

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  • Lee, M.J.

    (Tilburg University, Center For Economic Research)

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  • Lee, M.J., 1996. "A Root-N Consistent Semiparametric Estimator for Fixed Effect Binary Response Panel Data," Discussion Paper 1996-64, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:6d13c1e7-23d2-4fa1-a33c-71c7de25e607
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    References listed on IDEAS

    as
    1. Manski, Charles F, 1987. "Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data," Econometrica, Econometric Society, vol. 55(2), pages 357-362, March.
    2. Andrews, Donald W.K., 1995. "Nonparametric Kernel Estimation for Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 11(3), pages 560-586, June.
    3. E. Charlier & B. Melenberg & A. H. O. van Soest, 1995. "A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 49(3), pages 324-342, November.
    4. Gary Chamberlain, 1980. "Analysis of Covariance with Qualitative Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 225-238.
    5. Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-1057, September.
    6. Manski, Charles F., 1985. "Semiparametric analysis of discrete response : Asymptotic properties of the maximum score estimator," Journal of Econometrics, Elsevier, vol. 27(3), pages 313-333, March.
    7. Cosslett, Stephen R, 1987. "Efficiency Bounds for Distribution-free Estimators of the Binary," Econometrica, Econometric Society, vol. 55(3), pages 559-585, May.
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