Endogeneity in Semiparametric Panel Binary Choice Model
研究带固定效应和连续内生解释变量的半参数面板二元选择模型的估计，提出结合平滑最大得分法和控制函数法的估计量，并证明其一致性和渐近正态性。
In this paper, we study estimation of a semiparametric panel binary choice model with fixed-effects and continuous endogenous regressors. The proposed procedure combines the smoothed maximum score approach with the control function approach and allows for a fixed effect nonparametric first stage regression. Under some sufficient conditions, we show that the proposed estimator for the finite dimensional parameter is consistent and asymptotically normally distributed. A small scale simulation study demonstrates that the proposed procedure has some practical value.