This paper considers fixed effects estimation and inference in linear and non-linear panel data models with random …

This paper introduces a new identification‐ and singularity‐robust conditional quasi‐likelihood ratio (SR‐CQLR) test … and a new identification‐ and singularity‐robust Anderson and Rubin (1949) (SR‐AR) test for linear and nonlinear moment …‐CQLR test is shown to be asymptotically efficient in a GMM sense under strong and semi‐strong identification (for all k ≥ p …

We study the identification and estimation of covariate-conditioned average marginal effects of endogenous regressors …

due to the presence of unobserved characteristics. This paper studies the identification and estimation of such models. We … estimation using dependent data from a single large matching market. The nature of the dependence requires modification of …

identification of average treatment effects on hazard rates without model structure. We estimate these effects by kernel hazard …