Non-parametric Panel Data Models with Interactive Fixed Effects

DOI10.1093/RESTUD/RDX052zbMath1409.62171OpenAlexW2753086516MaRDI QIDQ4610935

Joachim Freyberger

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/restud/rdx052

zbMATH Keywords

panel datanonparametric identificationfactor modelMonte Carlo experimentsmultidimensional individual effects

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Related Items (11)

The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics ⋮ Linear panel regressions with two-way unobserved heterogeneity ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ Treatment effects in interactive fixed effects models with a small number of time periods ⋮ Genericity of the completeness condition with constrained instruments ⋮ Bounds on distributional treatment effect parameters using panel data with an application on job displacement ⋮ Panel data analysis with heterogeneous dynamics ⋮ Nonparametric identification of discrete choice models with lagged dependent variables ⋮ A practical guide to compact infinite dimensional parameter spaces ⋮ Identification of the linear factor model ⋮ Nonparametric multidimensional fixed effects panel data models

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