![]() ![]() ![]() A simple estimator of identified quantile treatment effects is given, providing a solution to the important problem of estimating quantile treatment effects from panel data. It is shown that the usual, linear, fixed-effects estimator is not a consistent estimator of the identified average effect, and a consistent estimator is given. This paper gives identification and estimation results for nonseparable models under time-homogeneity conditions that are like "time is randomly assigned" or "time is an instrument." Partial-identification results for average and quantile effects are given for discrete regressors, under static or dynamic conditions, in fully nonparametric and in semiparametric models, with time effects. ![]() Nonseparable panel models are important in a variety of economic settings, including discrete choice. ![]()
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