Three essays on nonlinear panel data models and quantile regression analysis
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2005.
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| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2006
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| Online Access: | http://hdl.handle.net/1721.1/32408 |
| _version_ | 1826197540177969152 |
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| author | Fernández-Val, Iván |
| author2 | Joshua D. Angrist, Victor Chernozhukov and Whitney K. Newey. |
| author_facet | Joshua D. Angrist, Victor Chernozhukov and Whitney K. Newey. Fernández-Val, Iván |
| author_sort | Fernández-Val, Iván |
| collection | MIT |
| description | Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2005. |
| first_indexed | 2024-09-23T10:49:31Z |
| format | Thesis |
| id | mit-1721.1/32408 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T10:49:31Z |
| publishDate | 2006 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/324082019-04-11T09:05:28Z Three essays on nonlinear panel data models and quantile regression analysis 3 essays on nonlinear panel data models and quantile regression analysis Fernández-Val, Iván Joshua D. Angrist, Victor Chernozhukov and Whitney K. Newey. Massachusetts Institute of Technology. Dept. of Economics. Massachusetts Institute of Technology. Dept. of Economics. Economics. Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2005. Includes bibliographical references. This dissertation is a collection of three independent essays in theoretical and applied econometrics, organized in the form of three chapters. In the first two chapters, I investigate the properties of parametric and semiparametric fixed effects estimators for nonlinear panel data models. The first chapter focuses on fixed effects maximum likelihood estimators for binary choice models, such as probit, logit, and linear probability model. These models are widely used in economics to analyze decisions such as labor force participation, union membership, migration, purchase of durable goods, marital status, or fertility. The second chapter looks at generalized method of moments estimation in panel data models with individual-specific parameters. An important example of these models is a random coefficients linear model with endogenous regressors. The third chapter (co-authored with Joshua Angrist and Victor Chernozhukov) studies the interpretation of quantile regression estimators when the linear model for the underlying conditional quantile function is possibly misspecified. by Iván Fernández-Val. Ph.D. 2006-03-29T18:42:00Z 2006-03-29T18:42:00Z 2005 2005 Thesis http://hdl.handle.net/1721.1/32408 61695841 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 203 p. 9760338 bytes 9772654 bytes application/pdf application/pdf application/pdf Massachusetts Institute of Technology |
| spellingShingle | Economics. Fernández-Val, Iván Three essays on nonlinear panel data models and quantile regression analysis |
| title | Three essays on nonlinear panel data models and quantile regression analysis |
| title_full | Three essays on nonlinear panel data models and quantile regression analysis |
| title_fullStr | Three essays on nonlinear panel data models and quantile regression analysis |
| title_full_unstemmed | Three essays on nonlinear panel data models and quantile regression analysis |
| title_short | Three essays on nonlinear panel data models and quantile regression analysis |
| title_sort | three essays on nonlinear panel data models and quantile regression analysis |
| topic | Economics. |
| url | http://hdl.handle.net/1721.1/32408 |
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