Panel data models with nonadditive unobserved heterogeneity: Estimation and inference

DOI10.3982/QE75zbMath1409.62249arXiv1206.2966OpenAlexW2963379035MaRDI QIDQ4645405

Iván Fernández-Val, Joonhwah Lee

Publication date: 10 January 2019

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

Full work available at URL: https://arxiv.org/abs/1206.2966

zbMATH Keywords

momentsfixed effectspanel databiascigarette demandGMMinstrumental variablesvariancesincidental parameter problemcorrelated random-coefficient model

Mathematics Subject Classification ID

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

Related Items (7)

Smoothed quantile regression for panel data ⋮ Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ Unnamed Item ⋮ Panel data analysis with heterogeneous dynamics ⋮ Individual and time effects in nonlinear panel models with large \(N\), \(T\) ⋮ Unified inference for nonlinear factor models from panels with fixed and large time span

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