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Bounds on Parameters in Panel Dynamic Discrete Choice Models
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Cited by:
- Florian Heiss, 2008. "Sequential numerical integration in nonlinear state space models for microeconometric panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(3), pages 373-389.
- Fernández-Val, Iván & Weidner, Martin, 2016.
"Individual and time effects in nonlinear panel models with large N, T,"
Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
- Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Gayle, Wayne-Roy, 2013. "Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects," Journal of Econometrics, Elsevier, vol. 175(2), pages 71-83.
- Ho, Kate & Rosen, Adam M., 2015.
"Partial Identification in Applied Research: Benefits and Challenges,"
CEPR Discussion Papers
10883, C.E.P.R. Discussion Papers.
- Kate Ho & Adam Rosen, 2016. "Partial identification in applied research: benefits and challenges," CeMMAP working papers 45/16, Institute for Fiscal Studies.
- Kate Ho & Adam M. Rosen, 2015. "Partial Identification in Applied Research: Benefits and Challenges," NBER Working Papers 21641, National Bureau of Economic Research, Inc.
- Kate Ho & Adam Rosen, 2016. "Partial identification in applied research: benefits and challenges," CeMMAP working papers CWP45/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kate Ho & Adam Rosen, 2015. "Partial identification in applied research: benefits and challenges," CeMMAP working papers 64/15, Institute for Fiscal Studies.
- Kate Ho & Adam Rosen, 2015. "Partial identification in applied research: benefits and challenges," CeMMAP working papers CWP64/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mavroeidis, Sophocles & Sasaki, Yuya & Welch, Ivo, 2015. "Estimation of heterogeneous autoregressive parameters with short panel data," Journal of Econometrics, Elsevier, vol. 188(1), pages 219-235.
- Christopher Dobronyi & Jiaying Gu & Kyoo il Kim & Thomas M. Russell, 2021. "Identification of Dynamic Panel Logit Models with Fixed Effects," Papers 2104.04590, arXiv.org, revised Dec 2024.
- Kevin Dano, 2023. "Transition Probabilities and Moment Restrictions in Dynamic Fixed Effects Logit Models," Papers 2303.00083, arXiv.org, revised Dec 2023.
- Steven T Berry & Giovanni Compiani, 2023.
"An Instrumental Variable Approach to Dynamic Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(4), pages 1724-1758.
- Steven T. Berry & Giovanni Compiani, 2020. "An Instrumental Variable Approach to Dynamic Models," NBER Working Papers 27756, National Bureau of Economic Research, Inc.
- Steven T. Berry & Giovanni Compiani, 2020. "An Instrumental Variable Approach to Dynamic Models," Working Papers 2020-106, Becker Friedman Institute for Research In Economics.
- Browning, Martin & Carro, Jesus M., 2014.
"Dynamic binary outcome models with maximal heterogeneity,"
Journal of Econometrics, Elsevier, vol. 178(2), pages 805-823.
- Martin Browning & Jesus M. Carro, 2007. "Dynamic Binary Outcome Models with Maximal Heterogeneity," CAM Working Papers 2009-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, revised Feb 2009.
- Martin Browning & Jesus M. Carro, 2009. "Dynamic binary outcome models with maximal heterogeneity," Economics Series Working Papers 426, University of Oxford, Department of Economics.
- Browning, Martin, 2009. "Dynamic binary outcome models with maximal heterogeneity," UC3M Working papers. Economics we091710, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Lukáš Lafférs, 2019.
"Identification in Models with Discrete Variables,"
Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 657-696, February.
- Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Norwegian School of Economics, Department of Economics.
- Jorg Stoye, 2009.
"More on Confidence Intervals for Partially Identified Parameters,"
Econometrica, Econometric Society, vol. 77(4), pages 1299-1315, July.
- Jorg Stoye, 2008. "More on confidence intervals for partially identified parameters," CeMMAP working papers CWP11/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Berthélemy Michel & Bonev Petyo & Dussaux Damien & Söderberg Magnus, 2019.
"Methods for strengthening a weak instrument in the case of a persistent treatment,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(1), pages 1-30, February.
- Michel Berthélemy & Petyo Bonev & Damien Dussaux & Magnus Söderberg, 2017. "Methods for strengthening a weak instrument in the case of a persistent treatment," GRI Working Papers 265, Grantham Research Institute on Climate Change and the Environment.
- Michel Berthélemy & Petyo Bonev & Damien Dussaux & Magnus Söderberg, 2018. "Methods for strengthening a weak instrument in the case of a persistent treatment," Post-Print hal-01829558, HAL.
- Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2023.
"Nonparametric Estimates of Demand in the California Health Insurance Exchange,"
Econometrica, Econometric Society, vol. 91(1), pages 107-146, January.
- Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2019. "Nonparametric Estimates of Demand in the California Health Insurance Exchange," NBER Working Papers 25827, National Bureau of Economic Research, Inc.
- D'Addio, Anna Cristina & Honoré, Bo E., 2010.
"Duration Dependence and Timevarying Variables in Discrete Time Duration Models,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 30(2), December.
- Anna Christina D'Addio & Bo E. Honoré, "undated". "Duration Dependence and Timevarying Variables in Discrete Time Duration Models," Economics Working Papers 2002-13, Department of Economics and Business Economics, Aarhus University.
- Anna Cristina D'Addio & Bo E. Honoré, 2002. "Duration dependence and time varying variables in discrete time duration models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D6-3, International Conferences on Panel Data.
- à ureo de Paula & Seth Richards†Shubik & Elie Tamer, 2018.
"Identifying Preferences in Networks With Bounded Degree,"
Econometrica, Econometric Society, vol. 86(1), pages 263-288, January.
- Áureo de Paula & Seth Richards-Shubik & Elie Tamer, 2016. "Identifying preferences in networks with bounded degree," CeMMAP working papers CWP54/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Áureo de Paula & Seth Richards-Shubik & Elie Tamer, 2017. "Identifying preferences in networks with bounded degree," CeMMAP working papers CWP35/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Áureo de Paula & Seth Richards-Shubik & Elie Tamer, 2017. "Identifying preferences in networks with bounded degree," CeMMAP working papers 35/17, Institute for Fiscal Studies.
- Vira Semenova, 2023. "Aggregated Intersection Bounds and Aggregated Minimax Values," Papers 2303.00982, arXiv.org, revised Jun 2024.
- Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016.
"Identification of panel data models with endogenous censoring,"
Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
- Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2011. "Identification of Panel Data Models with Endogenous Censoring," Working Papers 11-07, Duke University, Department of Economics.
- Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper 30373, University Library of Munich, Germany.
- Jason R. Blevins, 2013. "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers 13-02, Ohio State University, Department of Economics.
- Maria Polyakova, 2016.
"Regulation of Insurance with Adverse Selection and Switching Costs: Evidence from Medicare Part D,"
American Economic Journal: Applied Economics, American Economic Association, vol. 8(3), pages 165-195, July.
- Maria Polyakova, 2015. "Regulation of Insurance with Adverse Selection and Switching Costs: Evidence from Medicare Part D," NBER Working Papers 21541, National Bureau of Economic Research, Inc.
- Han, Sukjin & Yang, Shenshen, 2024.
"A computational approach to identification of treatment effects for policy evaluation,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Sukjin Han & Shenshen Yang, 2020. "A Computational Approach to Identification of Treatment Effects for Policy Evaluation," Papers 2009.13861, arXiv.org, revised Aug 2023.
- Geert Dhaene & Koen Jochmans, 2015.
"Profile-score adjustments for incidental-parameter problems,"
Sciences Po publications
info:hdl:2441/323dml6suu9, Sciences Po.
- Dhaene, G. & Jochmans, K., 2019. "Profile-Score Adjustments for Incidental-Parameter Problems," Cambridge Working Papers in Economics 1959, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," SciencePo Working papers hal-03460016, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Working Papers hal-03460016, HAL.
- Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2023.
"Identification analysis in models with unrestricted latent variables: Fixed effects and initial conditions,"
IFS Working Papers
WCWP20/23, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2023. "Identification analysis in models with unrestricted latent variables: Fixed effects and initial conditions," CeMMAP working papers 20/23, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2017.
"Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,"
Annual Review of Economics, Annual Reviews, vol. 9(1), pages 471-496, September.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers CWP51/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers 51/16, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2016_1607, CEMFI.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2017_1703, CEMFI.
- Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
- Komarova, Tatiana, 2013. "Binary choice models with discrete regressors: Identification and misspecification," Journal of Econometrics, Elsevier, vol. 177(1), pages 14-33.
- Christopher R. Dobronyi & Fu Ouyang & Thomas Tao Yang, 2023. "Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables," Papers 2301.09379, arXiv.org, revised Aug 2024.
- Rosen, Adam M., 2012.
"Set identification via quantile restrictions in short panels,"
Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
- Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Benjamin Williams, 2019.
"Identification of a nonseparable model under endogeneity using binary proxies for unobserved heterogeneity,"
Quantitative Economics, Econometric Society, vol. 10(2), pages 527-563, May.
- Benjamin Williams, 2018. "Identification of a Nonseparable Model under Endogeneity using Binary Proxies for Unobserved Heterogeneity," Working Papers 2018-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Heiss, Florian, 2006.
"Nonlinear State-Space Models for Microeconometric Panel Data,"
Discussion Papers in Economics
1157, University of Munich, Department of Economics.
- Florian Heiss, 2006. "Nonlinear State-Space Models for Microeconometric Panel Data," Computing in Economics and Finance 2006 285, Society for Computational Economics.
- Bruce A. Blonigen & Lionel Fontagné & Nicholas Sly & Farid Toubal, 2019.
"Cherries for Sale: The Incidence and Timing of Cross-border M&A,"
World Scientific Book Chapters, in: Foreign Direct Investment, chapter 4, pages 121-177,
World Scientific Publishing Co. Pte. Ltd..
- Blonigen, Bruce A. & Fontagné, Lionel & Sly, Nicholas & Toubal, Farid, 2014. "Cherries for sale: The incidence and timing of cross-border M&A," Journal of International Economics, Elsevier, vol. 94(2), pages 341-357.
- Bruce A. Blonigen & Lionel Fontagné & Nicholas Sly & Farid Toubal, 2014. "Cherries for sale: The incidence and timing of cross-border M&A," Post-Print hal-01299761, HAL.
- Bruce A. Blonigen & Lionel Fontagné & Nicholas Sly & Farid Toubal, 2014. "Cherries for sale: The incidence and timing of cross-border M&A," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01299761, HAL.
- Bruce A. Blonigen & Lionel Fontagné & Nicholas Sly & Farid Toubal, 2014. "Cherries for sale: The incidence and timing of cross-border M&A," PSE-Ecole d'économie de Paris (Postprint) hal-01299761, HAL.
- repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- repec:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
- Shiu, Ji-Liang & Hu, Yingyao, 2013.
"Identification and estimation of nonlinear dynamic panel data models with unobserved covariates,"
Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
- Ji-Liang Shiu & Yingyao Hu, 2010. "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive 557, The Johns Hopkins University,Department of Economics.
- Áureo de Paula & Seth Richards-Shubik & Elie Tamer, 2015.
"Identification of preferences in network formation games,"
CeMMAP working papers
29/15, Institute for Fiscal Studies.
- Áureo de Paula & Seth Richards-Shubik & Elie Tamer, 2015. "Identification of preferences in network formation games," CeMMAP working papers CWP29/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hong, Shengjie, 2017. "Inference in semiparametric conditional moment models with partial identification," Journal of Econometrics, Elsevier, vol. 196(1), pages 156-179.
- Molinari, Francesca, 2008.
"Partial identification of probability distributions with misclassified data,"
Journal of Econometrics, Elsevier, vol. 144(1), pages 81-117, May.
- Molinari, Francesca, 2005. "Partial Identification of Probability Distributions with Misclassified Data," Working Papers 05-10, Cornell University, Center for Analytic Economics.
- Francesco Bartolucci & Valentina Nigro, 2010. "A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator," Econometrica, Econometric Society, vol. 78(2), pages 719-733, March.
- Timothy Halliday, 2007.
"Testing for State Dependence with Time-Variant Transition Probabilities,"
Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 685-703.
- Timothy J. Halliday, 2006. "Testing for State Dependence with Time-Variant Transition Probabilities," Working Papers 200614, University of Hawaii at Manoa, Department of Economics.
- Lafférs, Lukáš & Nedela, Roman, 2017. "Sensitivity of the bounds on the ATE in the presence of sample selection," Economics Letters, Elsevier, vol. 158(C), pages 84-87.
- Lukáš Lafférs, 2019.
"Bounding average treatment effects using linear programming,"
Empirical Economics, Springer, vol. 57(3), pages 727-767, September.
- Lukáš Lafférs, 2015. "Bounding average treatment effects using linear programming," CeMMAP working papers CWP70/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Lukáš Lafférs, 2015. "Bounding average treatment effects using linear programming," CeMMAP working papers 70/15, Institute for Fiscal Studies.
- Hong, Seung-Hyun & Rezende, Leonardo, 2012. "Lock-in and unobserved preferences in server operating systems: A case of Linux vs. Windows," Journal of Econometrics, Elsevier, vol. 167(2), pages 494-503.
- Tatiana Komarova, 2012. "Binary Choice Models with Discrete Regressors: Identification and Misspecification," STICERD - Econometrics Paper Series 559, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2021.
"Sufficient statistics for unobserved heterogeneity in structural dynamic logit models,"
Journal of Econometrics, Elsevier, vol. 223(2), pages 280-311.
- Victor Aguirregabiria & Jiaying Gu & Yao Luo, 2018. "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," Papers 1805.04048, arXiv.org.
- Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2018. "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," CEPR Discussion Papers 12930, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Jiaying Gu & Yao Luo, 2018. "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," Working Papers tecipa-603, University of Toronto, Department of Economics.
- Bo E Honoré & Áureo de Paula, 2021.
"Identification in simple binary outcome panel data models,"
The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 78-93.
- Bo E. Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," CeMMAP working papers CWP14/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Carlos Madeira, 2022. "Partial identification of nonlinear peer effects models with missing data," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-18, December.
- Geert Dhaene & Koen Jochmans, 2015.
"Profile-score adjustments for incidental-parameter problems,"
Working Papers
hal-03460016, HAL.
- Dhaene, G. & Jochmans, K., 2019. "Profile-Score Adjustments for Incidental-Parameter Problems," Cambridge Working Papers in Economics 1959, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," SciencePo Working papers Main hal-03460016, HAL.
- Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2022. "Optimal Decision Rules when Payoffs are Partially Identified," Papers 2204.11748, arXiv.org, revised May 2023.
- Stéphane Bonhomme & Martin Weidner, 2018.
"Minimizing sensitivity to model misspecification,"
CeMMAP working papers
CWP59/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- St'ephane Bonhomme & Martin Weidner, 2018. "Minimizing Sensitivity to Model Misspecification," Papers 1807.02161, arXiv.org, revised Oct 2021.
- Picchio, Matteo & van Ours, Jan C., 2013.
"Retaining through training even for older workers,"
Economics of Education Review, Elsevier, vol. 32(C), pages 29-48.
- Matteo PICCHIO & Jan C. van OURS, 2011. "Retaining through Training: Even for Older Workers," LIDAM Discussion Papers IRES 2011017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Picchio, Matteo & van Ours, Jan C., 2011. "Retaining through Training: Even for Older Workers," IZA Discussion Papers 5591, Institute of Labor Economics (IZA).
- van Ours, Jan C. & Picchio, Matteo, 2011. "Retaining through training; even for older workers," CEPR Discussion Papers 8320, C.E.P.R. Discussion Papers.
- Picchio, M. & van Ours, J.C., 2011. "Retaining through Training; Even for OlderWorkers," Discussion Paper 2011-040, Tilburg University, Center for Economic Research.
- M. Picchio & J. C. Van Ours, 2011. "Retaining through Training Even for Older Workers," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/748, Ghent University, Faculty of Economics and Business Administration.
- Picchio, M. & van Ours, J.C., 2011. "Retaining through Training; Even for OlderWorkers," Other publications TiSEM 521805b9-356e-492e-8e4b-2, Tilburg University, School of Economics and Management.
- Khan, S. & Ponomareva, M. & Tamer, E., 2023. "Identification of dynamic binary response models," Journal of Econometrics, Elsevier, vol. 237(1).
- Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey, 2008.
"Identification and estimation of marginal effects in nonlinear panel models,"
CeMMAP working papers
CWP25/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey, 2009. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers CWP05/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Identification and Estimation of Marginal Effects in Nonlinear Panel Models," Boston University - Department of Economics - Working Papers Series wp2009-b, Boston University - Department of Economics.
- repec:cep:stiecm:em/2012/559 is not listed on IDEAS
- Stéphane Bonhomme & Martin Weidner, 2020. "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers CWP37/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, Koen & Higgins, Ayden, 2022.
"Bootstrap inference for fixed-effect models,"
TSE Working Papers
22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
- Koen Jochmans, 2023. "Bootstrap inference for fixed-effect models," French Stata Users' Group Meetings 2023 21, Stata Users Group.
- Ayden Higgins & Koen Jochmans, 2024. "Bootstrap inference for fixed-effect models," Post-Print hal-04557288, HAL.
- Ayden Higgins & Koen Jochmans, 2022. "Bootstrap inference for fixed-effect models," Papers 2201.11156, arXiv.org.
- Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2024.
"Robust analysis of short panels,"
CeMMAP working papers
01/24, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2024. "Robust analysis of short panels," IFS Working Papers WCWP01/24, Institute for Fiscal Studies.
- Andrew Chesher & Adam M. Rosen & Yuanqi Zhang, 2024. "Robust Analysis of Short Panels," Papers 2401.06611, arXiv.org.
- Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2021.
"Predicting individual effects in fixed effects panel probit models,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(3), pages 1109-1145, July.
- Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2021. "Predicting Individual Effects in Fixed Effects Panel Probit Models," SoDa Laboratories Working Paper Series 2021-05, Monash University, SoDa Laboratories.
- Demuynck, Thomas, 2015.
"Bounding average treatment effects: A linear programming approach,"
Economics Letters, Elsevier, vol. 137(C), pages 75-77.
- Thomas Demuynck, 2015. "Bounding average treatment effects: a linear programming approach," ULB Institutional Repository 2013/251994, ULB -- Universite Libre de Bruxelles.
- Demuynck, T., 2015. "Bounding average treatment effects : a linear programming approach," Research Memorandum 027, Maastricht University, Graduate School of Business and Economics (GSBE).
- Zheng Fang & Andres Santos & Azeem M. Shaikh & Alexander Torgovitsky, 2023.
"Inference for Large‐Scale Linear Systems With Known Coefficients,"
Econometrica, Econometric Society, vol. 91(1), pages 299-327, January.
- Zheng Fang & Andres Santos & Azeem Shaikh & Alexander Torgovitsky, 2020. "Inference for Large-Scale Linear Systems with Known Coefficients," Working Papers 2020-134, Becker Friedman Institute for Research In Economics.
- Zheng Fang & Andres Santos & Azeem M. Shaikh & Alexander Torgovitsky, 2020. "Inference for Large-Scale Linear Systems with Known Coefficients," Papers 2009.08568, arXiv.org, revised Sep 2021.
- repec:hal:spmain:info:hdl:2441/323dml6suu9mb9otmuenjljv9a is not listed on IDEAS
- Toulis, Panos, 2021. "Estimation of Covid-19 prevalence from serology tests: A partial identification approach," Journal of Econometrics, Elsevier, vol. 220(1), pages 193-213.
- Juan Carlos Escanciano & Lin Zhu, 2013.
"Set inferences and sensitivity analysis in semiparametric conditionally identified models,"
CeMMAP working papers
CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers 55/13, Institute for Fiscal Studies.
- Bryan S. Graham, 2016. "Homophily and transitivity in dynamic network formation," CeMMAP working papers 16/16, Institute for Fiscal Studies.
- repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2018_1703, CEMFI.
- repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
- Kerem Tuzcuoglu, 2019. "Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects," Staff Working Papers 19-16, Bank of Canada.
- James L. Powell, 2017. "Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 107-124, Spring.
- Francesca Molinari, 2020.
"Microeconometrics with Partial Identification,"
Papers
2004.11751, arXiv.org.
- Francesca Molinari, 2020. "Microeconometrics with Partial Identi?cation," CeMMAP working papers CWP15/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2019. "Identification of Dynamic Panel Binary Response Models," Boston College Working Papers in Economics 979, Boston College Department of Economics.
- Xiaohong Chen & Elie Tamer & Alexander Torgovitsky, 2011. "Sensitivity Analysis in Semiparametric Likelihood Models," Cowles Foundation Discussion Papers 1836, Cowles Foundation for Research in Economics, Yale University.
- Aristodemou, Eleni, 2021. "Semiparametric identification in panel data discrete response models," Journal of Econometrics, Elsevier, vol. 220(2), pages 253-271.
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