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Found 7 papers, 0 papers with code
Identification of Dynamic Nonlinear Panel Models under Partial Stationarity
This paper studies identification for a wide range of nonlinear panel data models, including binary choice, ordered repsonse, and other types of limited dependent variable models.
IV Regressions without Exclusion Restrictions
We study identification and estimation of endogenous linear and nonlinear regression models without excluded instrumental variables, based on the standard mean independence condition and a nonlinear relevance condition.
Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
We first quantify the impact of a negative labor income shock on the distribution of future labor income.
A Partial Order on Preference Profiles
We propose a theoretical framework under which preference profiles can be meaningfully compared.
Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates
This paper develops a new method for identifying econometric models with partially latent covariates.
Two-Stage Maximum Score Estimator
We characterize the asymptotic distribution of the TSMS estimator, which features phase transitions depending on the dimension and thus the convergence rate of the first-stage estimation.
Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities
This paper considers a semiparametric model of dyadic network formation under nontransferable utilities (NTU).
