Inference in partially identified panel data models with interactive fixed effects
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...
Saved in:
Main Authors: | HONG, Shengjie, SU, Liangjun, WANG, Yaqi |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2019
|
Subjects: | |
Online Access: | 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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
A Martingale Difference-Divergence-based test for specification
by: SU, Liangjun, et al.
Published: (2017) -
A nonexistence result on difference sets, partial difference sets and divisible difference sets
by: Arasu, K.T., et al.
Published: (2014) -
On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test
by: Wang, Wenjie
Published: (2022) -
Non-parametric Regression under Location Shifts
by: PHILLIPS, Peter C. B., et al.
Published: (2011) -
Testing Conditional Independence via Empirical Likelihood
by: SU, Liangjun, et al.
Published: (2013)