Low-rank approximations of nonseparable panel models
We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor structures are estimated by matrix-completion methods to deal with the computational challenges of principal component analysis in the presence of missing data. We show that the...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Oxford University Press
2021
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