Khan, Shakeeb; Ouyang, Fu; Tamer, Elie T. - In: Quantitative economics : QE ; journal of the … 12 (2021) 3, pp. 743-777
regressors: with cross-section data, we match across individuals while with panel data, we match within individuals over time … presents a generalization of existing approaches. In panel data settings, rates of convergence are shown to exhibit a curse of … dimensionality in the number of alternatives. The results for the dynamic panel data model generalize the work of Honoré and …