Identifying Distributional Characteristics in Random Coefficients Panel Data Models

DOI10.1093/RESTUD/RDR045MaRDI QIDQ4610536zbMATH OpenOpenAlexFDO

Authors Manuel Arellano, Stéphane Bonhomme

Publication date 23 January 2019

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/64789

zbMATH Keywords

panel datanonparametric identificationrandom coefficientsmultiple effects

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(28)

• Editorial: Celebrating 40 years of panel data analysis: past, present and future
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• Identification and estimation in a linear correlated random coefficients model with censoring
• Rate-optimal nonparametric estimation for random coefficient regression models
• Broken or fixed effects?
• A correlated random coefficient panel model with time-varying endogeneity
• Irregular identification of structural models with nonparametric unobserved heterogeneity
• A quantile-based nonadditive fixed effects model
• Nonparametric identification and estimation of heterogeneous causal effects under conditional independence
• Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
• Endogeneity in weakly separable models without monotonicity
• A quantile correlated random coefficients panel data model
• On the uniform convergence of deconvolution estimators from repeated measurements
• Causal models for longitudinal and panel data: a survey
• Bounded support in linear random coefficient models: identification and variable selection
• Uniform inference in linear panel data models with two-dimensional heterogeneity
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
• Binary response correlated random coefficient panel data models
• The triangular model with random coefficients
• ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
• Panel data analysis with heterogeneous dynamics
• Time-varying unobserved heterogeneity in earnings shocks
• Recovering Latent Variables by Matching
• Nonlinear panel data models with distribution-free correlated random effects
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR

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