Identification and estimation of average marginal effects in fixed effects logit models

L Davezies, X D'Haultfoeuille, L Laage - arXiv preprint arXiv:2105.00879, 2021 - arxiv.org
This article considers average marginal effects (AME) in a panel data fixed effects logit
model. Relating the identified set of the AME to an extremal moment problem, we first show …

Identification of time-varying counterfactual parameters in nonlinear panel models

I Botosaru, C Muris - Journal of Econometrics, 2024 - Elsevier
We develop a general framework for the identification of counterfactual parameters in a
class of nonlinear semiparametric panel models with fixed effects and time effects. Our …

Bounds on average effects in discrete choice panel data models

C Pakel, M Weidner - arXiv preprint arXiv:2309.09299, 2023 - arxiv.org
Average effects in discrete choice panel data models with individual-specific fixed effects are
generally only partially identified in short panels. While consistent estimation of the identified …

A correlated random coefficient panel model with time-varying endogeneity

L Laage - Journal of Econometrics, 2024 - Elsevier
This paper studies a class of linear panel models with random coefficients. We do not restrict
the joint distribution of the time-invariant unobserved heterogeneity and the covariates. We …

Approximate functional differencing

G Dhaene, M Weidner - SERIEs, 2023 - Springer
Inference on common parameters in panel data models with individual-specific fixed effects
is a classic example of Neyman and Scott's (Econometrica 36: 1–32, 1948) incidental …

Relaxing Instrument Exogeneity with Common Confounders

C Tien - arXiv preprint arXiv:2301.02052, 2023 - arxiv.org
Instruments can be used to identify causal effects in the presence of unobserved
confounding, under the famous relevance and exogeneity (unconfoundedness and …

[PDF][PDF] Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels

S Sokullu, I Botosaru, C Muris - 2022 - bristol.ac.uk
This paper considers a class of fixed-T nonlinear panel models with timevarying link
function, fixed effects, and endogenous regressors. We establish sufficient conditions for the …

Identification and Estimation with Deconfounded Instruments

C Tien - 2024 - repository.cam.ac.uk
The primary contribution of this research is the introduction of a novel methodology, called
common confounding (CC), for identifying and estimating the causal effects of endogenous …

Time-varying linear transformation models with fixed effects and endogeneity for short panels

I Botosaru, C Muris - Available at SSRN 4016630, 2022 - papers.ssrn.com
This paper considers a class of fixed-T nonlinear panel models with time-varying link
function, fixed effects, and endogenous regressors. We establish sufficient conditions for the …

Semiparametrik Panel Ikili Nitel Tercih Modeli: Stırpat Yaklaşımı ile Küresel Ölçekte Sürdürülebilirliğin Çevresel Boyutunun Analizi

T Acar - 2023 - search.proquest.com
Parametrik panel ikili nitel tercih modellerinde fonksiyonel yapı, modelde yer alan bağımlı
değişken ile bağımsız değişkenler arasındaki ilişkiyi tanımlayan belirli bir işlevsel biçime …