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This paper considers identification and estimation of ceteris paribus effects of con- tinuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are...
Persistent link: https://www.econbiz.de/10010226508
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are...
Persistent link: https://www.econbiz.de/10010462666
Persistent link: https://www.econbiz.de/10011503077
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
Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each variable representing a different kind of treatment. We use...
Persistent link: https://www.econbiz.de/10012271087
This paper investigates the impact of income on an individual's subjective self-assessment of own health. We employ recently developed methods in the non linear panel data literature to account for the endogeneity of income and the presence of individual heterogeneity. We examine a panel data...
Persistent link: https://www.econbiz.de/10010196043
Persistent link: https://www.econbiz.de/10009270615
Persistent link: https://www.econbiz.de/10003428365
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time varying heterogeneity. These include limited dependent variable models with both unobserved individual effects and endogenous explanatory variables, and sample selection models with...
Persistent link: https://www.econbiz.de/10003540299
We employ CPS data to analyze the sources of hourly real wage changes in the United States for 1976 to 2016 at various quantiles of the wage distribution. We account for the selection bias from the annual hours of work decision by developing and implementing an estimator for nonseparable...
Persistent link: https://www.econbiz.de/10011959185