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show how monotonicity can be used to shrink the bounds. We derive rates at which the bounds tighten as the number T of time …
Persistent link: https://www.econbiz.de/10003899091
This paper considers identification and estimation of ceteris paribus effects of con- tinuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are...
Persistent link: https://www.econbiz.de/10010226508
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This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are...
Persistent link: https://www.econbiz.de/10010462666
Many empirical studies estimate the structural effect of some variable on an outcome of interest while allowing for many covariates. We present inference methods that account for many covariates. The methods are based on asymptotics where the number of covariates grows as fast as the sample...
Persistent link: https://www.econbiz.de/10011295588
The linear regression model is widely used in empirical work in Economics. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We give inference methods that allow for many covariates and heteroskedasticity. Our results are...
Persistent link: https://www.econbiz.de/10011295589
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[enter Abstract Body]This paper derives the limiting distributions of alternative jackknife IV (JIV ) estimators and gives formulae for accompanying consistent standard errors in the presence of heteroskedasticity and many instruments. The asymptotic framework includes the many instrument...
Persistent link: https://www.econbiz.de/10013124382