• Corpus ID: 235212456

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… 
Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models
This article considers average marginal effects (AME) in a panel data fixed effects logit model. Relating the identified set of the AME to an extremal moment problem, we first show how to obtain

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