These techniques share some common features with the ones for linear panel data models, but nonlinearity introduces some additional complications. We will relax later this assumption and consider semiparametric versions of these models. The emphasis of the course is both in econometric techniques and in economic applications. For that reason, we will see in detail some applied papers. For some of the problem sets you will have to deal with actual data.
Problem sets are due on the following dates.
Notation and assumption 2.2. Binary choice models for cross-sectional data 2.3. Multinomial models for cross-sectional data 2.4. Binary choice models for panel data 2.6. Semiparametric models for binary choice models 2.7.