The identification of parameters in a nonseparable single-index models with correlated random effects is considered in … the context of panel data with a fixed number of time periods. The identification assumption is based on the correlated …

In the presence of selection bias, traditional estimators of pseudo panel data are inconsistent. In this paper, the … authors derive the conditions under which consistence is achieved in pseudo-panel estimation and propose a simple test of … selection bias. Specifically, they propose a Wald test for the null hypothesis that there is no selection bias. Under rejection …

We establish nonparametric identification in a class of so-called index models using a novel approach that relies on …

High dimensional composite index makes experts' preferences in setting weights a hard task. In the literature, one of … motivates theoretical reasons to derive the weights of the elementary indicators in a composite index when multiple components …