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Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares

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  • Irene Botosaru
  • Chris Muris
  • Krishna Pendakur

Abstract

We provide new results showing identification of a large class of fixed-T panel models, where the response variable is an unknown, weakly monotone, time-varying transformation of a latent linear index of fixed effects, regressors, and an error term drawn from an unknown stationary distribution. Our results identify the transformation, the coefficient on regressors, and features of the distribution of the fixed effects. We then develop a full-commitment intertemporal collective household model, where the implied quantity demand equations are time-varying functions of a linear index. The fixed effects in this index equal logged resource shares, defined as the fractions of household expenditure enjoyed by each household member. Using Bangladeshi data, we show that women's resource shares decline with household budgets and that half of the variation in women's resource shares is due to unobserved household-level heterogeneity.

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  • Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares," Papers 2008.05507, arXiv.org, revised Apr 2021.
  • Handle: RePEc:arx:papers:2008.05507
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    2. Bo E. Honoré & Chris Muris & Martin Weidner, 2021. "Dynamic Ordered Panel Logit Models," Working Papers 2021-14, Princeton University. Economics Department..

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