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 ...
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 ...
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 ...
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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