Nonparametric identification in nonseparable panel data models with generalized fixed effects

DOI10.1016/J.JECONOM.2012.01.033zbMath1443.62462OpenAlexW2103940565MaRDI QIDQ527944

Stefan Hoderlein, Halbert White

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://fmwww.bc.edu/EC-P/wp746.pdf

zbMATH Keywords

identificationpanel datasemiparametricbinary choicenonseparable models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items (23)

Identification of panel data models with endogenous censoring ⋮ TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT ⋮ A control function approach to estimate panel data binary response model ⋮ NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA ⋮ Nonparametric difference-in-differences in repeated cross-sections with continuous treatments ⋮ Panel Data Quantile Regression for Treatment Effect Models ⋮ Identification and estimation of nonseparable single-index models in panel data with correlated random effects ⋮ Identification of unobserved distribution factors and preferences in the collective household model ⋮ Identification and estimation of nonlinear dynamic panel data models with unobserved covariates ⋮ GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA ⋮ Testing identifying assumptions in nonseparable panel data models ⋮ Nonparametric identification in nonseparable panel data models with generalized fixed effects ⋮ Nonseparable multinomial choice models in cross-section and panel data ⋮ Semiparametric estimation of panel data models without monotonicity or separability ⋮ Nonparametric identification in panels using quantiles ⋮ Binary response correlated random coefficient panel data models ⋮ Set identification via quantile restrictions in short panels ⋮ Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study ⋮ Identification and estimation of time-varying nonseparable panel data models without stayers ⋮ NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS ⋮ Heterogeneity and selection in dynamic panel data

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