Nonparametric identification in panels using quantiles
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are identif...
| Main Authors: | , , , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Elsevier BV
2018
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| Online Access: | http://hdl.handle.net/1721.1/119462 https://orcid.org/0000-0002-3250-6714 https://orcid.org/0000-0003-2699-4704 |