Inference in partially identified panel data models with interactive fixed effects

• Main Authors: HONG, Shengjie, SU, Liangjun, WANG, Yaqi
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2019
• 主題: Endogeneity; Gaussian chaos process; martingale difference divergence; multiplier bootstrap; nonparametric IV; partial identification; U-processes.; Econometrics
• 在線閱讀: https://ink.library.smu.edu.sg/soe_research/2286; https://ink.library.smu.edu.sg/context/soe_research/article/3285/viewcontent/Inference_in_Partially_Identified_Panel_Data_Models.pdf

This paper develops methods for statistical inferences in a partially identified nonparametric panel data model with endogeneity and interactive fixed effects. We consider the case where the number of cross-sectional units (N) is large and the number of time series periods (T).as well as the number of...