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Binary Choice Panel Data Models with Predetermined Variables

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  • Arellano, M
  • Carrasco, R

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.

Suggested Citation

  • Arellano, M & Carrasco, R, 1996. "Binary Choice Panel Data Models with Predetermined Variables," Papers 9618, Centro de Estudios Monetarios Y Financieros-.
  • Handle: RePEc:fth:cemfdt:9618
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    More about this item

    Keywords

    ECONOMIC MODELS; STATISTICAL ANALYSIS;

    JEL classification:

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

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