Search Results - subject:"Heterogeneous coefficients"

Sample selection in linear panel data models with heterogeneous coefficients

Carlson, Alyssa; Joshi, Riju - In: Journal of applied econometrics 39 (2024) 2, pp. 237-255

Persistent link: https://www.econbiz.de/10014517326

Identification of treatment effects under limited exogenous variation

Newey, Whitney K.; Stouli, Sami - 2025 - Date: January 24, 2025

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support conditions. To alleviate this requirement, we consider varying...

Persistent link: https://www.econbiz.de/10015191459

Efficient estimation of heterogeneous coefficients in panel data models with common shocks

Li, Kunpeng; Cui, Guowei; Lu, Lina - In: Journal of econometrics 216 (2020) 2, pp. 327-353

Persistent link: https://www.econbiz.de/10012439719

Identification of treatment effects under limited exogenous variation

Newey, Whitney K.; Stouli, Sami - 2025

Persistent link: https://www.econbiz.de/10015193989

Sample selection in linear panel data models with heterogeneous coefficients

Carlson, Alyssa; Joshi, Riju - 2023

Persistent link: https://www.econbiz.de/10014464291

Selecting the regularization parameters in high-dimensional panel data models : consistency and efficiency

Ando, Tomohiro; Bai, Jushan - In: Econometric reviews 37 (2018) 1/5, pp. 183-211

Persistent link: https://www.econbiz.de/10012038541

Lagrange multiplier type tests for slope homogeneity in panel data models

Breitung, Jörg; Roling, Christoph; Salish, Nazarii - In: The econometrics journal 19 (2016) 2, pp. 166-202

Persistent link: https://www.econbiz.de/10011712179

Sample selection in linear panel data models with heterogeneous coefficients

Carlson, Alyssa; Joshi, Riju - 2023

Persistent link: https://www.econbiz.de/10014313109

Sample selection in linear panel data models with heterogeneous coefficients

Carlson, Alyssa; Joshi, Riju - 2022

Persistent link: https://www.econbiz.de/10013393512

Heterogeneous coefficients, control variables, and identification of multiple treatment effects

Newey, Whitney K.; Stouli, Sami - 2021

heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each variable … of average treatment effects. With mutually exclusive treatments we find that, provided the heterogeneous coefficients …

Persistent link: https://www.econbiz.de/10012667941