Average and Quantile Effects in Nonseparable Panel Models
Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time-homogeneity conditions that are like “time is randomly assigned” or “time is an instrument.” Partial-identif...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
The Econometric Society
2017
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| Online Access: | http://hdl.handle.net/1721.1/110242 https://orcid.org/0000-0002-3250-6714 https://orcid.org/0000-0003-2699-4704 |