Non-parametric panel data models with interactive fixed effects

DOI10.1093/RESTUD/RDX052MaRDI QIDQ4610935zbMATH OpenOpenAlexFDO

Authors Joachim Freyberger

Publication date 23 January 2019

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

Full work available at URL https://doi.org/10.1093/restud/rdx052

zbMATH Keywords

factor modelMonte Carlo experimentsmultidimensional individual effectsnonparametric identificationpanel data

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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(22)

• The incidental parameter problem in a non-differentiable panel data model
• Panel data analysis with heterogeneous dynamics
• Regime switching panel data models with interactive fixed effects
• Bounds on distributional treatment effect parameters using panel data with an application on job displacement
• Nonparametric identification of discrete choice models with lagged dependent variables
• The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
• Estimating and testing a quantile regression model with interactive effects
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
• Treatment effects in interactive fixed effects models with a small number of time periods
• Genericity of the completeness condition with constrained instruments
• scientific article; zbMATH DE number 7376773 (Why is no real title available?)
• A practical guide to compact infinite dimensional parameter spaces
• Identification of the linear factor model
• Nonparametric multidimensional fixed effects panel data models
• Linear panel regressions with two-way unobserved heterogeneity
• An introduction to proximal causal inference
• Causal models for longitudinal and panel data: a survey
• Inference in partially identified panel data models with interactive fixed effects
• Doubly robust proximal synthetic controls
• Nonseparable panel models with index structure and correlated random effects
• Variable selection via non-convex group penalization for high-dimensional nonparametric additive panel data models with fixed effects
• Forecasting high-dimensional functional time series with dual-factor structures

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