panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions … estimation with panel data illustrates the results. …

nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural … estimation with panel data illustrates the results. …

attributes and multidimensional unobserved heterogeneity with cross-section and panel data. We show that derivatives of choice … identification results to models with endogenous heterogeneity using either a control function or panel data. In time stationary … panel models with two periods, we find that differences over time of derivatives of choice probabilities identify utility …

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in … parameters in the canonical linear fixed effects model and over coefficients on a fixed vector of endogenous variables in panel …