This paper develops the identification and estimation of nonlinear semi-parametric panel data models with mismeasured …

We consider estimation of a linear or nonparametric additive model in which a few coefficients or additive components …

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of … section in Arellano & Bonhomme, 2011) we discuss models with both individual and time effects, split-panel Jackknife bias … incidental parameter bias caused by the estimation of many fixed effects is our main focus, and the unifying theme is that the …

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number … & Hahn, 2007; a section in Arellano & Bonhomme, 2011) we discuss models with both individual and time effects, split-panel … correcting the incidental parameter bias caused by the estimation of many fixed effects is our main focus, and the unifying theme …

We study identification and estimation of the average treatment effect in a correlated random coefficients model that …

models describe mappings from a latent distribution to an observed distribution. The identification and estimation of … heterogeneity or unobserved state variables and panel data models with fixed effects. Recent developments in measurement error …

We consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility … estimation with the computation of a matrix eigenvector problem. Our estimator avoids the ill-posed inverse issues associated …

This paper develops identification and estimation methods for dynamic structural models when agents' actions are …