Working Paper

Identification in dynamic binary choice models


Gary Chamberlain

Published Date

26 July 2023


Working Paper (CWP16/23)

This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged outcome, additional observed regressors and an unobserved unit-specific effect. It is shown that with two consecutive periods of data identification is not possible (in a neighborhood of zero), even in the logistic case.