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Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects

Citations

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Cited by:

  1. Chernozhukov, Victor & Fernández-Val, Iván & Newey, Whitney K., 2019. "Nonseparable multinomial choice models in cross-section and panel data," Journal of Econometrics, Elsevier, vol. 211(1), pages 104-116.
  2. Clément de Chaisemartin & Xavier d'Haultfoeuille & Félix Pasquier & Doulo Sow & Gonzalo Vazquez-Bare, 2025. "Difference-in-Differences for Continuous Treatments and Instruments with Stayers," Working Papers hal-03873926, HAL.
  3. Oliver Linton & Ji-Liang Shiu, 2018. "Semiparametric nonlinear panel data models with measurement error," CeMMAP working papers CWP09/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Chernozhukov, Victor & Fernández-Val, Iván & Hoderlein, Stefan & Holzmann, Hajo & Newey, Whitney, 2015. "Nonparametric identification in panels using quantiles," Journal of Econometrics, Elsevier, vol. 188(2), pages 378-392.
  5. Stefan Hoderlein & Yuya Sasaki, 2011. "On the role of time in nonseparable panel data models," CeMMAP working papers CWP15/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. Čížek, Pavel & Lei, Jinghua, 2018. "Identification and estimation of nonseparable single-index models in panel data with correlated random effects," Journal of Econometrics, Elsevier, vol. 203(1), pages 113-128.
  7. Hugo Freeman & Martin Weidner, 2021. "Low-rank approximations of nonseparable panel models," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 40-77.
  8. Crane-Droesch, Andrew, "undated". "Semiparametric Panel Data Using Neural Networks," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258128, Agricultural and Applied Economics Association.
  9. Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
  10. Hsu, Yu-Chin & Huang, Ta-Cheng & Xu, Haiqing, 2023. "Testing For Unobserved Heterogeneous Treatment Effects With Observational Data," Econometric Theory, Cambridge University Press, vol. 39(3), pages 582-622, June.
  11. Yingyao Hu & Ji‐Liang Shiu, 2018. "Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 55-85, February.
  12. Shiu, Ji-Liang & Hu, Yingyao, 2013. "Identification and estimation of nonlinear dynamic panel data models with unobserved covariates," Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
  13. Pavel Čížek & Serhan Sadikoğlu, 2025. "Nonseparable panel models with index structure and correlated random effects," Econometric Reviews, Taylor & Francis Journals, vol. 44(3), pages 246-274, March.
  14. Sasaki, Yuya, 2015. "Heterogeneity and selection in dynamic panel data," Journal of Econometrics, Elsevier, vol. 188(1), pages 236-249.
  15. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2019. "Inference on Semiparametric Multinomial Response Models," Boston College Working Papers in Economics 980, Boston College Department of Economics.
  16. Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
  17. Dalia Ghanem & Pedro H. C. Sant'Anna & Kaspar Wüthrich, 2022. "Selection and Parallel Trends," CESifo Working Paper Series 9910, CESifo.
  18. Longhi, C. & Musolesi, A. & Baumont, C., 2013. "Modeling the industrial dynamics of the European metropolitan areas during the process of economic integration: a semiparametric approach," Working Papers 2013-10, Grenoble Applied Economics Laboratory (GAEL).
  19. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
  20. Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille & F'elix Pasquier & Doulo Sow & Gonzalo Vazquez-Bare, 2022. "Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period," Papers 2201.06898, arXiv.org, revised Jul 2026.
  21. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2020. "Inference on Semiparametric Multinomial Response Models," Discussion Papers Series 627, School of Economics, University of Queensland, Australia.
  22. Iván Fernández-Val & Martin Weidner, 2018. "Fixed Effects Estimation of Large-TPanel Data Models," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 109-138, August.
  23. Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi, 2014. "Augmented and Unconstrained: revisiting the Regional Knowledge Production Function," SEEDS Working Papers 2414, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Aug 2014.
  24. Chen, Songnian & Wang, Xi, 2018. "Semiparametric estimation of panel data models without monotonicity or separability," Journal of Econometrics, Elsevier, vol. 206(2), pages 515-530.
  25. Juan Rodriguez-Poo & Alexandra Soberón, 2015. "Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study," Computational Statistics, Springer, vol. 30(3), pages 885-906, September.
  26. Ishihara, Takuya, 2020. "Identification and estimation of time-varying nonseparable panel data models without stayers," Journal of Econometrics, Elsevier, vol. 215(1), pages 184-208.
  27. Liangjun Su & Stefan Hoderlein & Halbert White, 2013. "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics 892, Boston College Department of Economics, revised 01 Feb 2016.
  28. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
  29. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers 31/17, Institute for Fiscal Studies.
  30. Hanqing Zhao & Heng Liu & Man Yang & Huiyang Li, 2025. "The impact of tones of executive communication on firm risk-taking: Evidence from performance volatility and acquisition spending," Asia Pacific Journal of Management, Springer, vol. 42(3), pages 1565-1608, September.
  31. Amaresh K Tiwari, 2021. "A Control Function Approach to Estimate Panel Data Binary Response Model," Papers 2102.12927, arXiv.org, revised Sep 2021.
  32. Laurent Davezies & Xavier D'Haultf{oe}uille & Louise Laage, 2021. "Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models," Papers 2105.00879, arXiv.org, revised Dec 2024.
  33. Cristian Bartolucci & Mathis Wagner & Claudia Villosio, 2013. "Who Migrates and Why?," Carlo Alberto Notebooks 333, Collegio Carlo Alberto.
  34. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
  35. Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers CWP40/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  36. Ghanem, Dalia & Hirshleifer, Sarojini & Ortiz-Becerra, Karen, "undated". "Testing Attrition Bias in Field Experiments," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 291215, Agricultural and Applied Economics Association.
  37. D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya, 2023. "Nonparametric difference-in-differences in repeated cross-sections with continuous treatments," Journal of Econometrics, Elsevier, vol. 234(2), pages 664-690.
  38. Irene Botosaru & James L. Powell, 2026. "Correlated Random Coefficient Distributions in Linear Panel Models," Papers 2605.21367, arXiv.org.
  39. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
  40. Botosaru, Irene & Muris, Chris, 2025. "Identification of time-varying counterfactual parameters in nonlinear panel models," Journal of Econometrics, Elsevier, vol. 252(PB).
  41. Mugnier, Martin & Wang, Ao, 2022. "Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects," The Warwick Economics Research Paper Series (TWERPS) 1422, University of Warwick, Department of Economics.
  42. Evgeniy M. Ozhegov & Daria Teterina, 2018. "The Ensemble Method For Censored Demand Prediction," HSE Working papers WP BRP 200/EC/2018, National Research University Higher School of Economics.
  43. Longhi, Christian & Musolesi, Antonio & Baumont, Catherine, 2014. "Modeling structural change in the European metropolitan areas during the process of economic integration," Economic Modelling, Elsevier, vol. 37(C), pages 395-407.
  44. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
  45. Sarah Moon & Whitney K. Newey, 2026. "Panel Data Estimation of Individual Demand in Markets with Many Consumers," Papers 2606.11047, arXiv.org.
  46. Cavit Pakel & Martin Weidner, 2023. "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers 2309.09299, arXiv.org, revised Sep 2026.
  47. Laage, Louise, 2024. "A Correlated Random Coefficient panel model with time-varying endogeneity," Journal of Econometrics, Elsevier, vol. 242(2).
  48. Man Yang & Heng Liu & Hanqing Zhao & Joakim Wincent, 2026. "A from-the-top view of strategic flexibility: a study of CEO social class, TMT regulatory focus, and environment uncertainty," Asia Pacific Journal of Management, Springer, vol. 43(1), pages 73-111, March.
  49. Li, Ming, 2026. "Identification and estimation in a time-varying endogenous random coefficient panel data model," Journal of Econometrics, Elsevier, vol. 256(PA).
  50. Hugo Freeman, 2022. "Linear Multidimensional Regression with Interactive Fixed-Effects," Papers 2209.11691, arXiv.org, revised Mar 2026.
  51. Hubner, Stefan, 2023. "Identification of unobserved distribution factors and preferences in the collective household model," Journal of Econometrics, Elsevier, vol. 234(1), pages 301-326.
  52. Liu, Laura & Poirier, Alexandre & Shiu, Ji-Liang, 2025. "Identification and estimation of partial effects in nonlinear semiparametric panel models," Journal of Econometrics, Elsevier, vol. 252(PB).
  53. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
  54. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
  55. Rosen, Adam M., 2012. "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
  56. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
  57. Brantly Callaway & Tong Li, 2019. "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, vol. 10(4), pages 1579-1618, November.
  58. Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
  59. Eva Schlenker & Robert Maderitsch, 2015. "Monitoring household liquidity constraints across Europe: a panel approach," International Economics and Economic Policy, Springer, vol. 12(1), pages 75-91, March.
  60. Musolesi Antonio & Mazzanti Massimiliano, 2014. "Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(5), pages 521-541, December.
  61. Victor Chernozhukov & Ben Deaner & Ying Gao & Jerry Hausman & Whitney K. Newey, 2026. "Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data," Papers 2607.28291, arXiv.org.
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