We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of … endogenous assignment variable (like previous earnings). We provide new results on identification and estimation for these …

interpolation are pointed out. Illustrative examples of cost function estimation are provided …

estimation bandwidth shrinking even as the sample size increases. Second, estimates may be biased if the time-series properties …

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to … leads to pre-event trends ("pre-trends") in the outcome. Alternative approaches, such as estimation following a test for pre …

proposed by Papke and Wooldridge, 1996, 2008, in univariate cross-sectional and panel contexts. The paper discusses the … econometric strategies for share model estimation. The paper then goes on to discuss the univariate fractional regression … estimation strategies proposed by Papke and Wooldridge and to extend the fractional regression approach to estimation of and …

addressed much more directly given the recent availability of panel data featuring repeated observation over extended periods of …

functions as well as a method of simulated moments estimation of a panel data model of earnings dynamics. Five of the algorithms …

. Finally, we apply these findings to the empirical estimation of regime-dependent fiscal multipliers and find multipliers less …