Working Paper

Identification in simple binary outcome panel data models

Authors

Bo E. Honoré, Áureo de Paula

Published Date

19 March 2021

Type

Working Paper (CWP14/21)

This paper first reviews some of the approaches that have been taken to estimate the common parameters of binary outcome models with fixed effects. We limit attention to situations in which the researcher has access to a data set with a large number of units (individuals or firms, for example) observed over a few time periods. We then apply some of the existing approaches to study fixed effects panel data versions of entry games, like the ones studied in Bresnahan and Reiss (1991) and Tamer (2003).