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).
19 March 2021
Working Paper (CWP14/21)