Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data

1 June 1991

journal article
Published by Oxford University Press (OUP) in The Review of Economic Studies

Vol. 58 (4) , 717-731
https://doi.org/10.2307/2297829

Abstract

Identification conditions for binary choice errors-in-variables models are explored. Conditions for the consistency and asymptotic normality of the maximum likelihood estimators of binary choice models with unbounded explanatory variables are given. Two- or three-step estimators to simplify computation are also suggested.

Keywords

IDENTIFICATION
UNBOUNDED
SIMPLIFY
LATENT
CONSISTENCY
DICHOTOMOUS
ASYMPTOTIC
STEP
VARIABLES MODELS

This publication has 0 references indexed in Scilit: