Functional differencing

DOI10.3982/ECTA9311MaRDI QIDQ2859504zbMATH OpenOpenAlexFDO

Authors Stéphane Bonhomme

Publication date 8 November 2013

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta9311

zbMATH Keywords

panel datainverse problemsincidental parameters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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(24)

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• Minimizing sensitivity to model misspecification
• Transformations and moment conditions for dynamic fixed effects logit models
• Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
• First-differencing in panel data models with incidental functions
• Causal models for longitudinal and panel data: a survey
• Fixed‐effects binary choice models with three or more periods
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
• Identification of time-varying counterfactual parameters in nonlinear panel models
• Binary response correlated random coefficient panel data models
• Functional differentiation of computer programs
• Simple two-stage inference for a class of partially identified models
• Nonlinear panel data models with distribution-free correlated random effects
• Dynamic ordered panel logit models
• SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
• Testing identifying assumptions in nonseparable panel data models
• Moment conditions for dynamic panel logit models with fixed effects
• scientific article; zbMATH DE number 5869725 (Why is no real title available?)

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