Testing identifying assumptions in nonseparable panel data models (Q515125): Difference between revisions

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+W2556794809
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+Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
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+Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
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+A Conditional Kolmogorov Test
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+Binary Response Models for Panel Data: Identification and Information
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+Average and Quantile Effects in Nonseparable Panel Models
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+Identification and Estimation of Average Partial Effects in "Irregular" Correlated Random Coefficient Panel Data Models
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+Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
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+Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
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+Panel Data Discrete Choice Models with Lagged Dependent Variables
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+Estimation of a Panel Data Sample Selection Model
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+Testing for separability in structural equations
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+Panel Binary Variables and Sufficiency: Generalizing Conditional Logit
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+FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
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+Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
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+Testing Additive Separability of Error Term in Nonparametric Structural Models
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