# Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models

@inproceedings{Liu2021IdentificationAE, title={Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models}, author={Laura Xiaolei Liu and Alexandre Poirier and Ji-Liang Shiu}, year={2021} }

Average partial eﬀects (APEs) are generally not point-identiﬁed in binary response panel models with unrestricted unobserved heterogeneity. We show their point-identiﬁcation under an index suﬃciency assumption on the unobserved heterogeneity, even when the error distribution is unspeciﬁed. This assumption does not impose parametric restrictions on the unobserved heterogeneity. We then construct a three-step semiparametric estimator for the APE. In the ﬁrst step, we estimate the common…

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