Nonparametric identification in panels using quantiles

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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Fernández-Val, Iván, Hoderlein, Stefan, Holzmann, Hajo, Chernozhukov, Victor V, Newey, Whitney K
Awduron Eraill:	Massachusetts Institute of Technology. Department of Economics
Fformat:	Erthygl
Cyhoeddwyd:	Elsevier BV 2018
Mynediad Ar-lein:	http://hdl.handle.net/1721.1/119462 https://orcid.org/0000-0002-3250-6714 https://orcid.org/0000-0003-2699-4704

Eitemau Tebyg

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