Nonparametric identification in nonseparable panel data models with generalized fixed effects

DOI10.1016/j.jeconom.2012.01.033zbMath1443.62462OpenAlexW2103940565MaRDI QIDQ527944

Stefan Hoderlein, Halbert White

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://fmwww.bc.edu/EC-P/wp746.pdf

zbMATH Keywords

identificationpanel datasemiparametricbinary choicenonseparable models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

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