This papers shows how to simply compute one of the estimators proposed in Honoré and Kyriazidou (2000) as well as its variance. The method involves a simple reshaping of the original dataset that is then used in a weighted logistic regression with clustering. Such procedures are widely...

We consider endogenous attrition in panels where the probability of attrition may depend on current and past outcomes. We show that this probability is nonparametrically identified provided that instruments affecting the outcomes but not directly attrition, and whose distribution is identified,...

Cette thèse se compose de quatre travaux indépendants. Le premier concerne les modèles partiellement identifiés, c'est-à-dire des modèles dans lesquels la valeur du paramètre d’intérêt ne peut pas être déduite de la distribution des données et des hypothèses du modèle. Dans...

We consider fixed‐effects binary choice models with a fixed number of periods T and regressors without a large support. If the time‐varying unobserved terms are i.i.d. with known distribution F, Chamberlain (2010) shows that the common slope parameter is point identified if and only if F is...

This study compares estimates of outpatient expenditure computed with different models. Our aim is to predict annual health expenditures. We use a French panel dataset over a six year period (2000-2006) for 7112 individuals. Our article is based on the estimations of five different models. The...