Cover Image

Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Li, Ming
Format:	Preprint
Published:	2021
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Estimation of Latent Group Structures in Time-Varying Panel Data Models
by: Haimerl, Paul, et al.
Published: (2025)

Correlated Random Coefficient Distributions in Linear Panel Models
by: Botosaru, Irene, et al.
Published: (2026)

Empirical Bayes Estimation in Heterogeneous Coefficient Panel Models
by: Song, Myunghyun, et al.
Published: (2026)

Identification and Estimation of Demand Models with Endogenous Product Entry and Exit
by: Aguirregabiria, Victor, et al.
Published: (2023)

Panel Estimation of Taxable Income Elasticities with Heterogeneity and Endogenous Budget Sets
by: Blomquist, Soren, et al.
Published: (2024)

Identification of Semiparametric Panel Multinomial Choice Models with Infinite-Dimensional Fixed Effects
by: Gao, Wayne Yuan, et al.
Published: (2020)

Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models
by: Liu, Laura, et al.
Published: (2021)

Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model
by: Andrews, Donald W. K., et al.
Published: (2024)

Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
by: Keweloh, Sascha A., et al.
Published: (2023)

Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata
by: Ditzen, Jan, et al.
Published: (2021)

Estimation of Panel Data Models with Nonlinear Factor Structure
by: Maschmann, Christina, et al.
Published: (2025)

Low-Rank Estimation of Nonlinear Panel Data Models
by: Yao, Kan
Published: (2025)

Estimation and Inference for Three-Dimensional Panel Data Models
by: Feng, Guohua, et al.
Published: (2024)

Minimum Distance Estimation of Quantile Panel Data Models
by: Melly, Blaise, et al.
Published: (2025)

Estimating Variances for Causal Panel Data Estimators
by: Almeida, Alexander, et al.
Published: (2025)

Endogenous Interference in Randomized Experiments
by: Gao, Mengsi
Published: (2024)

Time-Varying Identification of Structural Vector Autoregressions
by: Camehl, Annika, et al.
Published: (2025)

Identification of Average Responses with Endogenous Controls
by: Chen, Kaicheng, et al.
Published: (2024)

Robust Estimation and Inference for High-Dimensional Panel Data Models
by: Gao, Jiti, et al.
Published: (2024)

IV Estimation of Panel Data Tobit Models with Normal Errors
by: Honore, Bo E.
Published: (2024)

Semiparametric Estimation of Dynamic Binary Choice Panel Data Models
by: Ouyang, Fu, et al.
Published: (2022)

A Sparse Grid Approach for the Nonparametric Estimation of High-Dimensional Random Coefficient Models
by: Osterhaus, Maximilian
Published: (2024)

Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: An Unconditional MTE Approach
by: Martinez-Iriarte, Julian, et al.
Published: (2020)

Estimation of Grouped Time-Varying Network Vector Autoregression Models
by: Li, Degui, et al.
Published: (2023)

Dynamic Biases of Static Panel Data Estimators
by: Klosin, Sylvia
Published: (2024)

Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference
by: Mayer, Alexander, et al.
Published: (2024)

Time-Varying Identification of Monetary Policy Shocks
by: Camehl, Annika, et al.
Published: (2023)

Estimation of Heterogeneous Panel Data Models With Mixed Sampling Frequencies
by: Haoran Li, et al.
Published: (2026)

Panel Data Estimation and Inference: Homogeneity versus Heterogeneity
by: Gao, Jiti, et al.
Published: (2025)

Estimating the Intensive Margin Effect in Panel Data Settings
by: Viviens, Javier
Published: (2025)

Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects
by: Ruecker, Maximilian, et al.
Published: (2022)

Identification in Nonlinear Dynamic Panel Models under Partial Stationarity
by: Gao, Wayne Yuan, et al.
Published: (2023)

Estimating Treatment Effects in Panel Data Without Parallel Trends
by: Ishimaru, Shoya
Published: (2026)

Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity
by: Centorrino, Samuele, et al.
Published: (2020)

Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression
by: Nishi, Mikihito
Published: (2024)

Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models
by: Kwon, Soonwoo
Published: (2023)

Estimating Interaction Effects With Panel Data
by: Chris Muris, et al.
Published: (2026)

Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions
by: Madigasekara, Heshani, et al.
Published: (2024)

Beyond Parallel Trends: An Identification-Strategy-Robust Approach to Causal Inference with Panel Data
by: Callaway, Brantly, et al.
Published: (2025)

Identification of Dynamic Panel Logit Models with Fixed Effects
by: Dobronyi, Christopher, et al.
Published: (2021)