activity
20192026
most citedThe Informativeness of Estimation Moments

20 citations · 21 across the 3 of their papers we have counts for

collaborators

6 papers

econ.EM2026

Dynamic Panel Multinomial Logit Models

Kevin Dano, Bo E. Honoré, Martin Weidner

This paper provides moment conditions for dynamic multinomial logit panel data models with individual specific fixed effects. The moment conditions do not depend on the fixed effec…

econ.EM2024★ 1 cited

IV Estimation of Panel Data Tobit Models with Normal Errors

Bo E. Honore

Amemiya (1973) proposed a ``consistent initial estimator'' for the parameters in a censored regression model with normal errors. This paper demonstrates that a similar approach can…

econ.EM2022

Simultaneity in Binary Outcome Models with an Application to Employment for Couples

Bo E. Honoré, Luojia Hu, Ekaterini Kyriazidou +1

Two of Peter Schmidt's many contributions to econometrics have been to introduce a simultaneous logit model for bivariate binary outcomes and to study estimation of dynamic linear…

econ.EM2021

Dynamic Ordered Panel Logit Models

Bo E. Honoré, Chris Muris, Martin Weidner

This paper studies a dynamic ordered logit model for panel data with fixed effects. The main contribution of the paper is to construct a set of valid moment conditions that are fre…

econ.EM2020

Moment Conditions for Dynamic Panel Logit Models with Fixed Effects

Bo E. Honoré, Martin Weidner

This paper investigates the construction of moment conditions in discrete choice panel data with individual specific fixed effects. We describe how to systematically explore the ex…

econ.EM2019★ 20 cited

The Informativeness of Estimation Moments

Bo Honore, Thomas Jorgensen, Aureo de Paula

This paper introduces measures for how each moment contributes to the precision of parameter estimates in GMM settings. For example, one of the measures asks what would happen to t…