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Found 5 papers, 0 papers with code
Identification of time-varying counterfactual parameters in nonlinear panel models
We show that the survival distribution of counterfactual outcomes is identified (point or partial) in this class of models.
Estimating interaction effects with panel data
Our empirical results show that the difference between the two approaches is large, leading to conflicting conclusions about the sign of the interaction effect.
Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data
In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augmented linear models.
Dynamic Ordered Panel Logit Models
This paper studies a dynamic ordered logit model for panel data with fixed effects.
Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares
We provide new results showing identification of a large class of fixed-T panel models, where the response variable is an unknown, weakly monotone, time-varying transformation of a latent linear index of fixed effects, regressors, and an error term drawn from an unknown stationary distribution.
