Jichun Si
Ph.D in Economics

About Me


Recent Studies


Panel Data Binary Response Model with Unknown Correlated Random Effects

In this paper we consider the estimation of a panel data binary response model with a weak restriction imposed on the individual specific effects. Our estimator is root-N-consistent and asymptotically normal under reasonable regularity conditions. Furthermore, we allow the error terms to be heteroscedastic over time. The proposed estimator has a closed form expression and thus is very easy to compute. Simulations and the empirical illustration demonstrate the usefulness of our proposed estimator.

A Race-to-Bottom competition of China's pollution standard

Sth is missing.