A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation

Citations

Cited by:

1. Fran�ois Laisney & Michael Lechner, 2003. "Almost Consistent Estimation of Panel Probit Models with "Small" Fixed Effects," Econometric Reviews, Taylor & Francis Journals, vol. 22(1), pages 1-28, February.
   • Michael Lechner & Francois Laisney, 2002. "Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects," University of St. Gallen Department of Economics working paper series 2002 2002-15, Department of Economics, University of St. Gallen.
   • Lechner, Michael & Laisney, François, 2002. "Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects," ZEW Discussion Papers 02-64, ZEW - Leibniz Centre for European Economic Research.
2. Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur, 2001. "An analysis of housing expenditure using semiparametric models and panel data," Journal of Econometrics, Elsevier, vol. 101(1), pages 71-107, March.
   • Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997. "An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data," Discussion Paper 1997-14, Tilburg University, Center for Economic Research.
   • Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997. "An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data," Other publications TiSEM 437d476f-a8f0-4a08-b349-7, Tilburg University, School of Economics and Management.
3. Rob Euwals & Bertrand Melenberg & Arthur van Soest, 1998. "Testing the predictive value of subjective labour supply data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 567-585.
   • Euwals, R.W. & Melenberg, B. & van Soest, A.H.O., 1997. "Testing the Predicitive Value of Subjective Labour Supply Data," Other publications TiSEM 84746c09-c5a3-46ba-a5e8-5, Tilburg University, School of Economics and Management.
   • Euwals, R.W. & Melenberg, B. & van Soest, A.H.O., 1997. "Testing the Predicitive Value of Subjective Labour Supply Data," Discussion Paper 1997-25, Tilburg University, Center for Economic Research.
4. Bryan S. Graham, 2016. "Homophily and transitivity in dynamic network formation," CeMMAP working papers 16/16, Institute for Fiscal Studies.
5. repec:hal:wpspec:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
6. Lee, M.J., 1996. "A Root-N Consistent Semiparametric Estimator for Fixed Effect Binary Response Panel Data," Discussion Paper 1996-64, Tilburg University, Center for Economic Research.
   • Lee, M.J., 1996. "A Root-N Consistent Semiparametric Estimator for Fixed Effect Binary Response Panel Data," Other publications TiSEM 6d13c1e7-23d2-4fa1-a33c-7, Tilburg University, School of Economics and Management.
7. Florios, Kostas, 2018. "A hyperplanes intersection simulated annealing algorithm for maximum score estimation," Econometrics and Statistics, Elsevier, vol. 8(C), pages 37-55.
8. Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Discussion Paper 2013-061, Tilburg University, Center for Economic Research.
9. Chen, Songnian, 2010. "Root-N-consistent estimation of fixed-effect panel data transformation models with censoring," Journal of Econometrics, Elsevier, vol. 159(1), pages 222-234, November.
10. Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
    • Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Sciences Po Economics Discussion Papers 2014-05, Sciences Po Departement of Economics.
    • Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
    • Koen Jochmans, 2015. "Multiplicative-error models with sample selection," Post-Print hal-03392990, HAL.
    • Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers hal-00987290, HAL.
    • Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-00987290, HAL.
    • Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Sciences Po publications 2014-05, Sciences Po.
    • Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
11. Chen, Songnian & Wang, Xi, 2018. "Semiparametric estimation of panel data models without monotonicity or separability," Journal of Econometrics, Elsevier, vol. 206(2), pages 515-530.
12. Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Other publications TiSEM d63bf400-7ff2-4a1c-8067-1, Tilburg University, School of Economics and Management.
13. Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Other publications TiSEM 7899deb9-0eda-47e6-a3b8-2, Tilburg University, School of Economics and Management.
    • Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
14. Bryan S. Graham, 2016. "Homophily and transitivity in dynamic network formation," CeMMAP working papers CWP16/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Bryan S. Graham, 2016. "Homophily and Transitivity in Dynamic Network Formation," NBER Working Papers 22186, National Bureau of Economic Research, Inc.
15. Lechner, Michael & Lollivier, Stefan & Magnac, Thierry, 2005. "Parametric Binary Choice Models," IDEI Working Papers 398, Institut d'Économie Industrielle (IDEI), Toulouse.
    • Michael Lechner & Stefan Lollivier & Thierry Magnac, 2005. "Parametric Binary Choice Models," University of St. Gallen Department of Economics working paper series 2005 2005-23, Department of Economics, University of St. Gallen.
16. Manuel Arellano, 2003. "Discrete choices with panel data," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 423-458, September.
    • Arellano, M., 2001. "Discrete Choices with Panel Data," Papers 0101, Centro de Estudios Monetarios Y Financieros-.
    • Manuel Arellano, 2001. "Discrete Choices with Panel Data," Working Papers wp2001_0101, CEMFI.
17. Bo Honore & Ekaterini Kyriazidou & J. L. Powell, 2000. "Estimation of tobit-type models with individual specific effects," Econometric Reviews, Taylor & Francis Journals, vol. 19(3), pages 341-366.
18. Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891, arXiv.org, revised Dec 2023.
19. Čížek, Pavel & Lei, Jinghua, 2018. "Identification and estimation of nonseparable single-index models in panel data with correlated random effects," Journal of Econometrics, Elsevier, vol. 203(1), pages 113-128.
    • Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Other publications TiSEM 73e394eb-6799-4c79-af23-8, Tilburg University, School of Economics and Management.
    • Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Discussion Paper 2013-062, Tilburg University, Center for Economic Research.
20. T. Arduini, 2016. "Distribution Free Estimation of Spatial Autoregressive Binary Choice Panel Data Models," Working Papers wp1052, Dipartimento Scienze Economiche, Universita' di Bologna.
21. Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
    • Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers 50/17, Institute for Fiscal Studies.
22. Sadat Reza & Paul Rilstone, 2019. "Smoothed Maximum Score Estimation of Discrete Duration Models," JRFM, MDPI, vol. 12(2), pages 1-16, April.
23. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
24. William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
25. repec:hal:spmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
26. Chen, Songnian & Zhang, Hanghui, 2015. "Binary quantile regression with local polynomial smoothing," Journal of Econometrics, Elsevier, vol. 189(1), pages 24-40.
27. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
28. Abrevaya, Jason, 2000. "Rank estimation of a generalized fixed-effects regression model," Journal of Econometrics, Elsevier, vol. 95(1), pages 1-23, March.
29. Xin, Kai & Zhang, ZhengYu & Zhou, YaHong & Zhu, PingFang, 2021. "Time-varying individual effects in a panel data probit model with an application to female labor force participation," Economic Modelling, Elsevier, vol. 95(C), pages 181-191.