Identification in dynamic binary choice models

Gary Chamberlain

No 16/23, CeMMAP working papers from Institute for Fiscal Studies

Abstract: This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged outcome, additional observed regressors and an unobserved unit-specific effect. It is shown that with two consecutive periods of data identification is not possible (in a neighborhood of zero), even in the logistic case.

Date: 2023-07-26
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Journal Article: Identification in dynamic binary choice models (2023)
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Persistent link: https://EconPapers.repec.org/RePEc:azt:cemmap:16/23

DOI: 10.47004/wp.cem.2023.1623

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