Arbeitspapier
Identification analysis in models with unrestricted latent variables: Fixed effects and initial conditions
Many structural econometric models include latent variables on whose probability distributions one may wish to place minimal restrictions. Leading examples in panel data models are individual-specific variables sometimes treated as "fixed effects" and, in dynamic models, initial conditions. This paper presents a generally applicable method for characterizing sharp identified sets when models place no restrictions on the probability distribution of certain latent variables and no restrictions on their covariation with other variables. Endogenous explanatory variables can be easily accommodated. Examples of application to some static and dynamic binary, ordered and multiple discrete choice panel data models are presented.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP20/23
- Klassifikation
-
Wirtschaft
- Thema
-
Panel
Variable
Statistical distribution
Modeling
Panel
Variable
Statistische Verteilung
Modellierung
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Chesher, Andrew
Rosen, Adam M.
Zhang, Yuanqi
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2023
- DOI
-
doi:10.47004/wp.cem.2023.2023
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Chesher, Andrew
- Rosen, Adam M.
- Zhang, Yuanqi
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2023
Ähnliche Objekte (12)
Latent Variable and Implicit Models for Neural System Identification
Nichtparametrische Kurvenschätzung für latente Variablen
Recovering latent variables by matching
Longitudinal research with latent variables
Normality tests for latent variables
Modeling latent change in categorical variables
Entropic latent variable integration via simulation
Optimal Best Arm Identification with Fixed Confidence
Latent variable modeling and applications to causality
Integrating latent variables in discrete choice models
Latent variables analysis in person-oriented research
Die Analyse fehlspezifizierter Modelle mit latenten Variablen
Latent Variable and Implicit Models for Neural System Identification
Nichtparametrische Kurvenschätzung für latente Variablen
Recovering latent variables by matching
Longitudinal research with latent variables
Normality tests for latent variables
Modeling latent change in categorical variables
Entropic latent variable integration via simulation
Optimal Best Arm Identification with Fixed Confidence
Latent variable modeling and applications to causality
Integrating latent variables in discrete choice models
Latent variables analysis in person-oriented research
Die Analyse fehlspezifizierter Modelle mit latenten Variablen
Latent Variable and Implicit Models for Neural System Identification
Nichtparametrische Kurvenschätzung für latente Variablen
Recovering latent variables by matching
Longitudinal research with latent variables
Normality tests for latent variables
Modeling latent change in categorical variables
Entropic latent variable integration via simulation
Optimal Best Arm Identification with Fixed Confidence
Latent variable modeling and applications to causality
Integrating latent variables in discrete choice models
Latent variables analysis in person-oriented research