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Identification in simple binary outcome panel data models

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  • Bo E. Honoré

    (Institute for Fiscal Studies and Princeton)

  • Áureo de Paula

    (Institute for Fiscal Studies and University College London)

Abstract

This paper ?rst reviews some of the approaches that have been taken to estimate the common parameters of binary outcome models with ?xed e?ects. We limit attention to situations in which the researcher has access to a data set with a large number of units (individuals or ?rms, for example) observed over a few time periods. We then apply some of the existing approaches to study ?xed e?ects panel data versions of entry games, like the ones studied in Bresnahan and Reiss (1991) and Tamer (2003).

Suggested Citation

  • Bo E. Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," CeMMAP working papers CWP14/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Handle: RePEc:ifs:cemmap:14/21
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    References listed on IDEAS

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    2. Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
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    6. Bo E. Honoré & Elie Tamer, 2006. "Bounds on Parameters in Panel Dynamic Discrete Choice Models," Econometrica, Econometric Society, vol. 74(3), pages 611-629, May.
    7. Xavier D'Haultfœuille & Roland Rathelot, 2017. "Measuring segregation on small units: A partial identification analysis," Quantitative Economics, Econometric Society, vol. 8(1), pages 39-73, March.
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    9. Áureo de Paula, 2020. "Econometric Models of Network Formation," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 775-799, August.
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    25. Victor Chernozhukov & Iván Fernández‐Val & Jinyong Hahn & Whitney Newey, 2013. "Average and Quantile Effects in Nonseparable Panel Models," Econometrica, Econometric Society, vol. 81(2), pages 535-580, March.
    26. Ariel Pakes & Jack Porter, 2016. "Moment Inequalities for Multinomial Choice with Fixed Effects," NBER Working Papers 21893, National Bureau of Economic Research, Inc.
    27. Yoshitsugu Kitazawa, 2016. "Root-N consistent estimations of time dummies for the dynamic fixed effects logit models: Monte Carlo illustrations," Discussion Papers 72, Kyushu Sangyo University, Faculty of Economics.
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    32. Bresnahan, Timothy F. & Reiss, Peter C., 1991. "Empirical models of discrete games," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 57-81.
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    Cited by:

    1. Kevin Dano, 2023. "Transition Probabilities and Moment Restrictions in Dynamic Fixed Effects Logit Models," Papers 2303.00083, arXiv.org, revised Dec 2023.
    2. Andrew Chesher & Adam M. Rosen & Yuanqi Zhang, 2024. "Robust Analysis of Short Panels," Papers 2401.06611, arXiv.org.

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