This paper develops linear estimators for structural and causal parameters in nonparametric,nonseparable models using panel data. These models incorporate unobserved, time-varying, individual heterogeneity, which may be correlated with the regressors. Estimation is based on an approximation of...

The original research papers collected in this volume continue the development of discrete choice analysis, of related structural models for analysis of choice behavior, and of the statistical theory used in inference on these models. Most papers in the volume are revised versions of ones...