Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
Andersen_(1970) considered the problem of inference on random effects linear models from binary response panel data, and showed that inference is possible if the disturbances for each panel member are known to be white noise with the logistic distribution. The present paper shows that inference remains possible if the disturbances are known only to be time-stationary. A conditional version of the maximum score estimator consistently estimates the parameters up to scale. Copyright 1987 by The Econometric Society.
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Volume (Year): 55 (1987)
Issue (Month): 2 (March)
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