Bounds on parameters in panel dynamic discrete choice models

Bo E. Honoré, Elie Tamer

Research output: Contribution to journalArticlepeer-review

109 Scopus citations


Identification of dynamic nonlinear panel data models is an important and delicate problem in econometrics. In this paper we provide insights that shed light on the identification of parameters of some commonly used models. Using these insights, we are able to show through simple calculations that point identification often fails in these models. On the other hand, these calculations also suggest that the model restricts the parameter to lie in a region that is very small in many cases, and the failure of point identification may, therefore, be of little practical importance in those cases. Although the emphasis is on identification, our techniques are constructive in that they can easily form the basis for consistent estimates of the identified sets.

Original languageEnglish (US)
Pages (from-to)611-629
Number of pages19
Issue number3
StatePublished - May 2006

All Science Journal Classification (ASJC) codes

  • Economics and Econometrics


  • Bounds
  • Identification
  • Initial condition problem
  • Nonlinear panel data models


Dive into the research topics of 'Bounds on parameters in panel dynamic discrete choice models'. Together they form a unique fingerprint.

Cite this