Partial Effects in Time-Varying Linear Transformation Panel Models with Endogeneity

DOI10.1080/07350015.2025.2566352MaRDI QIDQ7405235zbMATH OpenFDO

Authors Irene Botosaru, Chris Muris, Senay Sokullu

Publication date 2026

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2025.2566352

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• Average and quantile effects in nonseparable panel models
• Examples of \(L^2\)-complete and boundedly-complete distributions
• Genericity of the completeness condition with constrained instruments
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
• Non parametric analysis of panel data models with endogenous variables
• Non-parametric panel data models with interactive fixed effects
• NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
• Nonparametric estimation of semiparametric transformation models
• Nonparametric identification in nonseparable panel data models with generalized fixed effects
• Nonparametric identification in panels using quantiles
• On the completeness condition in nonparametric instrumental problems
• On the testability of identification in some nonparametric models with endogeneity
• Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
• Semiparametric and nonparametric methods in econometrics

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