Discrete Choices with Panel Data
This paper reviews the existing approaches to deal with panel data binary choice models with individual effects. Their relative strengths and weaknesses are discussed. Much theoretical and empirical research is needed in this area, and the paper points to several aspects that deserve further investigation. In particular, I illustrate the usefulness of asymptotic arguments in providing both approximately unbiased moment conditions, and approximations to sampling distributions for panels of different sample sizes.
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