Arbeitspapier
Quantile and average effects in nonseparable panel models
This paper gives identification and estimation results for quantile and average effects in nonseparable panel models, when the distribution of period specific disturbances does not vary over time. Bounds are given for interesting effects with discrete regressors that are strictly exogenous or predetermined. We allow for location and scale time effects and show how monotonicity can be used to shrink the bounds. We derive rates at which the bounds tighten as the number T of time series observations grows and give an empirical illustration.
- Language
-
Englisch
- Bibliographic citation
-
Series: cemmap working paper ; No. CWP29/09
- Classification
-
Wirtschaft
- Subject
-
Regression
Theorie
- Event
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Geistige Schöpfung
- (who)
-
Chernozhukov, V.
Fernandez-Val, I.
Newey, W.
- Event
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Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
-
2009
- DOI
-
doi:10.1920/wp.cem.2009.2909
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Chernozhukov, V.
- Fernandez-Val, I.
- Newey, W.
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2009
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