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This paper provides a constructive argument for identification of nonparametric panel data models with measurement … identification result in the context of a nonlinear panel data regression model with additively separable fixed effects. It provides …
Persistent link: https://www.econbiz.de/10011287056
This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable … (LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …
Persistent link: https://www.econbiz.de/10009419307
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged … bias corrected LS estimator for the case where idiosyncratic errors are independent across both panel dimensions …
Persistent link: https://www.econbiz.de/10010225893
heterogeneity or unobserved state variables and panel data models with fixed effects. Recent developments in measurement error …
Persistent link: https://www.econbiz.de/10010469057
This paper develops the identification and estimation of nonlinear semi-parametric panel data models with mismeasured …
Persistent link: https://www.econbiz.de/10011775206
Persistent link: https://www.econbiz.de/10003637513
Data is reanalyzed from an important series of 19th century experiments conducted by C. S. Peirce and designed to study the plausibility of the Gaussian law of errors for astronomical observations. Contrary to the findings of Peirce, but in accordance with subsequent analysis by Fréchet and...
Persistent link: https://www.econbiz.de/10003765990
Persistent link: https://www.econbiz.de/10003281581
We propose a novel methodology for nonparametric identification of first-price auction models with independent private values, which accommodates auction-specific unobserved heterogeneity and bidder asymmetries, based on recent results from the econometric literature on nonclassical measurement...
Persistent link: https://www.econbiz.de/10003854236
Persistent link: https://www.econbiz.de/10003466145