{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,1]],"date-time":"2025-11-01T05:47:11Z","timestamp":1761976031589},"reference-count":23,"publisher":"The Econometric Society","issue":"3","license":[{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by-nc\/4.0\/"}],"funder":[{"DOI":"10.13039\/501100001665","name":"Agence Nationale de la Recherche","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100001665","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["QE"],"abstract":"<jats:p>We consider fixed\u2010effects binary choice models with a fixed number of periods \n            <jats:italic>T<\/jats:italic> and regressors without a large support. If the time\u2010varying unobserved terms are i.i.d. with known distribution \n            <jats:italic>F<\/jats:italic>, Chamberlain (2010) shows that the common slope parameter is point identified if and only if \n            <jats:italic>F<\/jats:italic> is logistic. However, he only considers in his proof \n            <jats:italic>T<\/jats:italic>\u2009=\u20092. We show that the result does not generalize to \n            <jats:italic>T<\/jats:italic>\u2009\u2265\u20093: the common slope parameter can be identified when \n            <jats:italic>F<\/jats:italic> belongs to a family including the logit distribution. Identification is based on a conditional moment restriction. Under restrictions on the covariates, these moment conditions lead to point identification of relative effects. If \n            <jats:italic>T<\/jats:italic>\u2009=\u20093 and mild conditions hold, GMM estimators based on these conditional moment restrictions reach the semiparametric efficiency bound. Finally, we illustrate our method by revisiting Brender and Drazen (2008).\n          <\/jats:p>","DOI":"10.3982\/qe1991","type":"journal-article","created":{"date-parts":[[2023,7,17]],"date-time":"2023-07-17T11:43:42Z","timestamp":1689594222000},"page":"1105-1132","source":"Crossref","is-referenced-by-count":8,"title":["Fixed\u2010effects binary choice models with three or more periods"],"prefix":"10.3982","volume":"14","author":[{"given":"Laurent","family":"Davezies","sequence":"first","affiliation":[{"name":"CREST, ENSAE\u2014Institut Polytechnique de Paris"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xavier","family":"D'Haultf\u0153uille","sequence":"additional","affiliation":[{"name":"CREST, ENSAE\u2014Institut Polytechnique de Paris"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Martin","family":"Mugnier","sequence":"additional","affiliation":[{"name":"CREST, ENSAE\u2014Institut Polytechnique de Paris"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"2359","published-online":{"date-parts":[[2023]]},"reference":[{"key":"quan200262-bib-0001","doi-asserted-by":"crossref","first-page":"25","DOI":"10.1080\/03610918808812648","volume":"17","author":"Balakrishnan","year":"1988","journal-title":"Communications in Statistics-Simulation and Computation"},{"key":"quan200262-bib-0002","doi-asserted-by":"crossref","first-page":"1443","DOI":"10.2307\/2938323","volume":"58","author":"Bierens","year":"1990","journal-title":"Econometrica"},{"key":"quan200262-bib-0003","doi-asserted-by":"crossref","first-page":"1337","DOI":"10.3982\/ECTA9311","volume":"80","author":"Bonhomme","year":"2012","journal-title":"Econometrica"},{"key":"quan200262-bib-0004","doi-asserted-by":"crossref","first-page":"2203","DOI":"10.1257\/aer.98.5.2203","volume":"98","author":"Brender","year":"2008","journal-title":"The American Economic Review"},{"key":"quan200262-bib-0005","doi-asserted-by":"crossref","first-page":"305","DOI":"10.1016\/0304-4076(87)90015-7","volume":"34","author":"Chamberlain","year":"1987","journal-title":"Journal of Econometrics"},{"key":"quan200262-bib-0006","doi-asserted-by":"crossref","first-page":"159","DOI":"10.3982\/ECTA8419","volume":"78","author":"Chamberlain","year":"2010","journal-title":"Econometrica"},{"key":"quan200262-bib-0007","doi-asserted-by":"crossref","first-page":"535","DOI":"10.3982\/ECTA8405","volume":"81","author":"Chernozhukov","year":"2013","journal-title":"Econometrica"},{"key":"quan200262-bib-0008","doi-asserted-by":"crossref","unstructured":"Davezies, Laurent, Xavier D'Haultf\u0153uille, and Martin Mugnier (2023), \u201cSupplement to \u2018Fixed-effects binary choice models with three or more periods\u2019.\u201d Quantitative Economics Supplemental Material, 14, https:\/\/doi.org\/10.3982\/QE1991.","DOI":"10.3982\/QE1991"},{"key":"quan200262-bib-0009","doi-asserted-by":"crossref","first-page":"1601","DOI":"10.1111\/j.1468-0262.2004.00545.x","volume":"72","author":"Dominguez","year":"2004","journal-title":"Econometrica"},{"key":"quan200262-bib-0010","doi-asserted-by":"crossref","first-page":"583","DOI":"10.1017\/S0266466600006010","volume":"13","author":"Hahn","year":"1997","journal-title":"Econometric Theory"},{"key":"quan200262-bib-0011","doi-asserted-by":"crossref","first-page":"1133","DOI":"10.2307\/2171724","volume":"63","author":"Hong","year":"1995","journal-title":"Econometrica"},{"key":"quan200262-bib-0012","doi-asserted-by":"crossref","first-page":"2053","DOI":"10.1111\/1468-0262.00363","volume":"70","author":"Honore","year":"2002","journal-title":"Econometrica"},{"key":"quan200262-bib-0013","unstructured":"Honor\u00e9, Bo E. and Martin Weidner (2020), \u201cMoment conditions for dynamic panel logit models with fixed effects.\u201d ArXiv eprint arXiv:2005.05942."},{"key":"quan200262-bib-0014","doi-asserted-by":"crossref","first-page":"87","DOI":"10.1016\/j.jeconom.2011.05.008","volume":"165","author":"Hsu","year":"2011","journal-title":"Journal of Econometrics"},{"key":"quan200262-bib-0015","unstructured":"Johnson, Edward G. (2004), \u201cIdentification in discrete choice models with fixed effects.\u201d Working paper, Bureau of Labor Statistics."},{"key":"quan200262-bib-0016","doi-asserted-by":"crossref","first-page":"350","DOI":"10.1016\/j.jeconom.2021.01.007","volume":"229","author":"Kitazawa","year":"2022","journal-title":"Journal of Econometrics"},{"key":"quan200262-bib-0017","doi-asserted-by":"crossref","DOI":"10.1090\/mmono\/050","volume-title":"The Markov Moment Problem and Extremal Problems","author":"Krein","year":"1977"},{"key":"quan200262-bib-0018","doi-asserted-by":"crossref","first-page":"47","DOI":"10.1016\/j.jeconom.2013.05.006","volume":"177","author":"Lavergne","year":"2013","journal-title":"Journal of Econometrics"},{"key":"quan200262-bib-0019","doi-asserted-by":"crossref","first-page":"1859","DOI":"10.1111\/j.1468-0262.2004.00556.x","volume":"72","author":"Magnac","year":"2004","journal-title":"Econometrica"},{"key":"quan200262-bib-0020","doi-asserted-by":"crossref","first-page":"357","DOI":"10.2307\/1913240","volume":"5","author":"Manski","year":"1987","journal-title":"Econometrica"},{"key":"quan200262-bib-0021","volume-title":"Probabilistic models for some intelligence and attainment tests.","author":"Rasch","year":"1960"},{"key":"quan200262-bib-0022","doi-asserted-by":"crossref","first-page":"426","DOI":"10.1080\/01621459.1988.10478613","volume":"83","author":"Stukel","year":"1988","journal-title":"Journal of the American Statistical Association"},{"key":"quan200262-bib-0023","volume-title":"Asymptotic Statistics","author":"Vaart","year":"2000"}],"container-title":["Quantitative Economics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.3982\/QE1991","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,7,17]],"date-time":"2023-07-17T11:47:30Z","timestamp":1689594450000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.econometricsociety.org\/doi\/10.3982\/QE1991"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023]]},"references-count":23,"journal-issue":{"issue":"3","published-online":{"date-parts":[[2023]]}},"alternative-id":["10.3982\/QE1991"],"URL":"https:\/\/doi.org\/10.3982\/qe1991","relation":{},"ISSN":["1759-7323"],"issn-type":[{"value":"1759-7323","type":"print"}],"subject":[],"published":{"date-parts":[[2023]]}}}