This paper contributes to the understanding of the source of identification in panel data models. Recent research has … established that few time periods suffice to identify interesting structural effects in nonseparable panel data models even in the … of an instrument. Finally, we apply all of these concepts to the semiparametric panel binary choice model and establish …

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 …

We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of … and asset data in recent waves of the Panel Study of Income Dynamics, we find nonlinear persistence and conditional …

This paper develops methodology for semiparametric panel data models in a setting where both the time series and the …