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Binary choice panel data models with predetermined variables

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  • Arellano, Manuel
  • Carrasco, Raquel

Abstract

In this paper we present a class of binary choice models for panel data with the following features : (i) The explanatory variables are predetermined but not strictly exogenous. (ii) Individual effects are allowed to be correlated with the explanatory variables.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Arellano, Manuel & Carrasco, Raquel, 2003. "Binary choice panel data models with predetermined variables," Journal of Econometrics, Elsevier, vol. 115(1), pages 125-157, July.
    • Handle: RePEc:eee:econom:v:115:y:2003:i:1:p:125-157
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    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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