Pages that link to "Item:Q2857548"

The following pages link to Average and Quantile Effects in Nonseparable Panel Models (Q2857548):

Displaying 48 items.

• Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (Q98048) (← links)
• Smoothed quantile regression for panel data (Q284303) (← links)
• Identifying the average treatment effect in ordered treatment models without unconfoundedness (Q311633) (← links)
• Testing identifying assumptions in nonseparable panel data models (Q515125) (← links)
• Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
• Set identification via quantile restrictions in short panels (Q738106) (← links)
• Identification and estimation of nonseparable single-index models in panel data with correlated random effects (Q1706450) (← links)
• Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
• A quantile correlated random coefficients panel data model (Q1792446) (← links)
• A panel quantile approach to attrition bias in big data: evidence from a randomized experiment (Q2000849) (← links)
• Nonseparable multinomial choice models in cross-section and panel data (Q2000851) (← links)
• Correlated random effects models with unbalanced panels (Q2000855) (← links)
• Sufficient statistics for unobserved heterogeneity in structural dynamic logit models (Q2043231) (← links)
• Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages (Q2074619) (← links)
• On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
• Semiparametric identification in panel data discrete response models (Q2224974) (← links)
• Estimating dynamic treatment effects in event studies with heterogeneous treatment effects (Q2236891) (← links)
• Difference-in-differences with multiple time periods (Q2236892) (← links)
• Difference-in-differences with variation in treatment timing (Q2236895) (← links)
• Identification and estimation of time-varying nonseparable panel data models without stayers (Q2295809) (← links)
• Nonparametric identification of discrete choice models with lagged dependent variables (Q2295813) (← links)
• Broken or fixed effects? (Q2312974) (← links)
• What do mean impacts miss? Distributional effects of corporate diversification (Q2330748) (← links)
• Heterogeneity and selection in dynamic panel data (Q2354866) (← links)
• Identification and estimation of nonlinear dynamic panel data models with unobserved covariates (Q2440390) (← links)
• Dynamic binary outcome models with maximal heterogeneity (Q2512531) (← links)
• Estimating and testing a quantile regression model with interactive effects (Q2512602) (← links)
• Set identification of the censored quantile regression model for short panels with fixed effects (Q2516310) (← links)
• Nonparametric identification in panels using quantiles (Q2516311) (← links)
• Binary response correlated random coefficient panel data models (Q2516313) (← links)
• Identification of panel data models with endogenous censoring (Q2630349) (← links)
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares (Q2682968) (← links)
• The robustness of conditional logit for binary response panel data models with serial correlation (Q2694013) (← links)
• Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (Q2861819) (← links)
• Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models (Q3390468) (← links)
• A simple approach to quantile regression for panel data (Q4913915) (← links)
• NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS (Q5024495) (← links)
• Shrinkage estimation of fixed and random effects in linear quantile mixed models (Q5044676) (← links)
• UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL (Q5880803) (← links)
• Individual and time effects in nonlinear panel models with large \(N\), \(T\) (Q5964762) (← links)
• NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS (Q6042898) (← links)
• Minimizing sensitivity to model misspecification (Q6067186) (← links)
• Fixed‐effects binary choice models with three or more periods (Q6088834) (← links)
• Identification of dynamic binary response models (Q6090557) (← links)
• Wald, QLR, and score tests when parameters are subject to linear inequality constraints (Q6108338) (← links)
• Nonparametric difference-in-differences in repeated cross-sections with continuous treatments (Q6163255) (← links)
• Network and panel quantile effects via distribution regression (Q6199639) (← links)
• Editorial: Whitney Newey's contributions to econometrics (Q6199661) (← links)