arXiv 12 May 2020 · Econometrics · publishedThe Review of Economic Studies (2024) · 31 citations (OpenAlex)
arXiv:2005.05942 · PDF · DOI · OpenAlex · Extracted main text
This paper investigates the construction of moment conditions in discrete choice panel data with individual specific fixed effects. We describe how to systematically explore the existence of moment conditions that do not depend on the fixed effects, and we demonstrate how to construct them when they exist. Our approach is closely related to the numerical "functional differencing" construction in Bonhomme (2012), but our emphasis is to find explicit analytic expressions for the moment functions. We first explain the construction and give examples of such moment conditions in various models. Then, we focus on the dynamic binary choice logit model and explore the implications of the moment conditions for identification and estimation of the model parameters that are common to all individuals.
appendix boundary found by appendix_command · 69% of the source is main text. Read the extracted text to check this.
The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Honoré and Kyriazidou (2000) Panel data discrete choice models with lagged dependent variables | 1.000 | 5 | 4 | 100% |
| 2 | Dobronyi, Gu, and Kim (2021) Identification of Dynamic Panel Logit Models with Fixed Effects | 0.928 | 4 | 4 | 100% |
| 3 | Dano (2023) Transition Probabilities and Moment Restrictions in Dynamic Fixed Effects Logit Models | 0.928 | 4 | 3 | 100% |
| 4 | Bonhomme (2012) Functional differencing | 0.928 | 4 | 3 | 100% |
| 5 | Davezies, D'Haultfoeuille, and Mugnier (2022) Fixed Effects Binary Choice Models with Three or More Periods | 0.928 | 4 | 3 | 100% |
| 6 | Rasch (1960) Studies in mathematical psychology: I | 0.928 | 4 | 3 | 100% |
| 7 | Honoré, Muris, and Weidner (2021) Dynamic Ordered Panel Logit Models self | 0.843 | 4 | 4 | 75% |
| 8 | Andersen (1970) Asymptotic properties of conditional maximum-likelihood estimators | 0.843 | 3 | 3 | 100% |
| 9 | Kitazawa (2013) Exploration of dynamic fixed effects logit models from a traditional angle | 0.811 | 4 | 2 | 100% |
| 10 | Honoré and Weidner (2022) Moment Conditions for Dynamic Panel Logit Models with Fixed Effects | 0.769 | 11 | 4 | 45% |
Showing the top 10 of 36 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.