Khan, Shakeeb; Ouyang, Fu; Tamer, Elie T. - In: Quantitative economics : QE ; journal of the … 12 (2021) 3, pp. 743-777
-sectional, and both static and dynamic panel settings where we focus throughout on inference under sufficient conditions for point … regressors: with cross-section data, we match across individuals while with panel data, we match within individuals over time …, estimation is based on a localized rank objective function, analogous to that used in Abrevaya, Hausman, and Khan (2010), and …