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more than two waves. Estimation is performed in two steps. Using Honore's estimator in a first step, efficient GMM using …
Persistent link: https://www.econbiz.de/10011090920
In a binary choice panel data model with individual effects and two time periods, Manski proposed the maximum score estimator, based on a discontinuous objective function, and proved its consistency under weak distributional assumptions. However, the rate of convergence of this estimator is low...
Persistent link: https://www.econbiz.de/10011092259