# Panel Data Discrete Choice Models with Lagged Dependent Variables

@article{Honor2000PanelDD, title={Panel Data Discrete Choice Models with Lagged Dependent Variables}, author={Bo E Honor{\'e} and Ekaterini Kyriazidou}, journal={Econometrica}, year={2000}, volume={68}, pages={839-874} }

In this paper, we consider identification and estimation in panel data discrete choice models when the explanatory variable set includes strictly exogenous variables, lags of the endogenous dependent variable as well as unobservable individual-specific effects. For the binary logit model with the dependent variable lagged only once, Chamberlain (1993) gave conditions under which the model is not identified. We present a stronger set of conditions under which the parameters of the model are…

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