{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,1]],"date-time":"2026-10-01T18:17:15Z","timestamp":1790878635914,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2001,9,25]],"date-time":"2001-09-25T00:00:00Z","timestamp":1001376000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,10]]},"abstract":"<jats:p>In this paper, I calculate the semiparametric information bound \nin two dynamic panel data logit models with individual specific \neffects. In such a model without any other regressors, it is \nwell known that the conditional maximum likelihood estimator \nyields a \u221a<jats:italic>n<\/jats:italic>-consistent estimator. In the case \nwhere the model includes strictly exogenous continuous regressors, \nHonor\u00e9 and Kyriazidou (2000, <jats:italic>Econometrica<\/jats:italic> 68, \n839\u2013874) suggest a consistent estimator whose rate of \nconvergence is slower than \u221a<jats:italic>n<\/jats:italic>. Information bounds \ncalculated in this paper suggest that the conditional maximum \nlikelihood estimator is <jats:italic>not<\/jats:italic> efficient for models without \nany other regressor and that \u221a<jats:italic>n<\/jats:italic>-consistent estimation \nis infeasible in more general models.<\/jats:p>","DOI":"10.1017\/s0266466601175031","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:16:52Z","timestamp":1027775812000},"page":"913-932","source":"Crossref","is-referenced-by-count":22,"title":["THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH \nFIXED EFFECTS"],"prefix":"10.1017","volume":"17","author":[{"given":"Jinyong","family":"Hahn","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2001,9,25]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466601175031","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,7]],"date-time":"2019-05-07T22:49:10Z","timestamp":1557269350000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466601175031\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,9,25]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2001,10]]}},"alternative-id":["S0266466601175031"],"URL":"https:\/\/doi.org\/10.1017\/s0266466601175031","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,9,25]]}}}