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[PDF] Identification and estimation of a nonparametric panel data model with unobserved heterogeneity

[PDF] from syr.edu
K Evdokimov - Department of Economics, Princeton University, 2010 - maxwell.syr.edu
Abstract This paper considers a nonparametric panel data model with nonadditive
unobserved heterogeneity. As in the standard linear panel data model, two types of
unobservables are present in the model: individual-specific effects and idiosyncratic ...
Cited by 24 - Related articles - View as HTML - All 26 versions

[BOOK] Robustness, Infinitesimal Neighborhoods, and Moment Restrictions

[PDF] from yale.edu
Y Kitamura, T Otsu… - 2009 - papers.ssrn.com
Abstract: This paper is concerned with robust estimation under moment restrictions. A
moment restriction model is semiparametric and distribution-free, therefore it imposes mild
assumptions. Yet it is reasonable to expect that the probability law of observations may ...
Cited by 6 - Related articles - Get it from MIT Libraries - Library Search - All 34 versions

[PDF] Nonparametric identification of a nonlinear panel model with application to duration analysis with multiple spells

[PDF] from yale.edu
K Evdokimov - 2011 - cowles.econ.yale.edu
Abstract This paper develops a nonparametric generalization of the quasi-differencing
method of linear panel data models. A nonparametric panel data model is shown to be
identified using three time periods of data. The fixed effects and idiosyncratic errors are ...
Cited by 2 - Related articles - View as HTML - Get it from MIT Libraries - All 5 versions

[PDF] Essays on Nonparametric and Semiparametric Econometric Models

[PDF] from amstat.org
K Evdokimov - 2010 - amstat.org
The first two chapters of my dissertation develop nonparametric panel data frameworks that
model unobserved heterogeneity in a substantially more general way than is allowed in the
existing literature. There are at least two important implications for the empirical economic ...
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