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.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP29/09
- Klassifikation
-
Wirtschaft
- Thema
-
Regression
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Chernozhukov, V.
Fernandez-Val, I.
Newey, W.
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2009
- DOI
-
doi:10.1920/wp.cem.2009.2909
- Handle
- Letzte Aktualisierung
-
20.09.2024, 08:25 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Chernozhukov, V.
- Fernandez-Val, I.
- Newey, W.
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2009
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