Identification and sequential estimation of panel data models with insufficient exclusion restrictions

DOI10.1016/S0304-4076(03)00086-1zbMath1013.62085OpenAlexW1996435258MaRDI QIDQ1810670

Yanyan Li

Publication date: 9 June 2003

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00086-1

zbMATH Keywords

fixed effectspanel datainstrumental variablesseries estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Sequential estimation (62L12)

Related Items (3)

Functional coefficient instrumental variables models ⋮ Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects ⋮ Simple estimators for nonparametric panel data models with sample attrition

Cites Work

• Unnamed Item
• Unnamed Item
• Convergence rates and asymptotic normality for series estimators
• The relationship between treatment parameters within a latent variable framework
• Rank estimation of a generalized fixed-effects regression model
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• An Elasticity can be Estimated Consistently without a Priori Knowledge of Functional Form
• Root-N-Consistent Semiparametric Regression
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
• Panel Data and Unobservable Individual Effects
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
• Nonparametric Estimation with Nonlinear Budget Sets

This page was built for publication: Identification and sequential estimation of panel data models with insufficient exclusion restrictions