Estimation of average marginal effects in multiplicative unobserved effects panel models

DOI10.1016/J.ECONLET.2017.08.020zbMATH Open1401.62170OpenAlexW2748971140MaRDI QIDQ1786735FDOQ1786735

Authors: Robert S. Martin 

Publication date: 25 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.08.020

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zbMATH Keywords

panel dataincidental parameters problemaverage treatment effectspartial effectsfixed effects Poisson model

Mathematics Subject Classification ID

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

Cites Work

• The incidental parameter problem since 1948
• Regression analysis of count data
• Title not available (Why is that?)
• Econometric analysis of cross section and panel data.
• Distribution-free estimation of some nonlinear panel data models
• Some Alternatives to the Box-Cox Regression Model

Cited In (6)

• Unobserved heterogeneity and estimation of average partial effects
• Identification of average marginal effects under misspecification when covariates are normal
• Identification and estimation of average partial effects in ``irregular correlated random coefficient panel data models
• Estimating average treatment effect by model averaging
• Estimation of time-varying average treatment effects using panel data when unobserved fixed effects affect potential outcomes differently
• Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels

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