Similar Search Results - EconBiz

Identification and estimation of marginal effects in nonlinear panel models

Chernozhukov, Victor; Fernández-Val, Iván; Hahn, Jinyong - 2009

This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find that linear fixed effects estimators are not consistent, due in part to marginal effects not being identified. We derive bounds for marginal effects and show that they can tighten...

Persistent link: https://www.econbiz.de/10003817252

Identification and estimation of marginal effects in nonlinear panel models

Chernozhukov, Victor; Fernández-Val, Iván; Hahn, Jinyong - 2008

This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find that linear fixed effects estimators are not consistent, due in part to marginal effects not being identified. We derive bounds for marginal effects and show that they can tighten...

Persistent link: https://www.econbiz.de/10003754838

Flexible simulated moment estimation of nonlinear errors-in-variables models

Newey, Whitney K. - 1999 - Rev

Persistent link: https://www.econbiz.de/10001442993

Efficient instrumental variables estimation of nonlinear models

Newey, Whitney K. - 1989 - Rev

Persistent link: https://www.econbiz.de/10000787075

Locally efficient, residual-based estimation of nonlinear simultaneous equations

Newey, Whitney K. - 1989

Persistent link: https://www.econbiz.de/10000803467

Flexible simulated moment estimation of nonlinear errors-in-variables models

Newey, Whitney K. - In: The review of economics and statistics 83 (2001) 4, pp. 616-627

Persistent link: https://www.econbiz.de/10001627239

Time-invariant regressor in nonlinear panel model with fixed effects

Hahn, Jinyong; Meinecke, Juergen - In: Econometric theory 21 (2005) 2, pp. 455-469

Persistent link: https://www.econbiz.de/10002740779

Bias reduction for dynamic nonlinear panel models with fixed effects

Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometric theory 27 (2011) 6, pp. 1152-1191

Persistent link: https://www.econbiz.de/10009489716

Understanding bias in nonlinear panel models : some recent developments

Arellano, Manuel (contributor); Hahn, Jinyong (contributor) - 2005

Persistent link: https://www.econbiz.de/10003491828

A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects

Arellano, Manuel (contributor); Hahn, Jinyong (contributor) - 2006

Persistent link: https://www.econbiz.de/10003525304

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