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We provide an overidentification test for a nonparametric treatment model where individuals are allowed to select into treatment based on unobserved gains. Our test can be used to test the validity of instruments in a framework with essential heterogeneity (Imbens and Angrist 1994). The...
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I derive the unconditional transformed likelihood function and its derivatives for a fixed-effects panel data model …
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longitudinal imputation strategies for German wealth panel data (SOEP wealth module). The authors create simulation data sets by … imputation procedure for panel data known as the row-and-columns method and a regression specification with correction for sample …
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This paper considers estimation methods and inference for linear dynamic panel data models with unit …
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