Cover Image

Identification and estimation of dynamic random coefficient models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Lee, Wooyong
Format:	Preprint
Published:	2025
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Estimation of random coefficients logit demand models with interactive fixed effects
by: Moon, Hyungsik Roger, et al.
Published: (2026)

A sliced Wasserstein and diffusion approach to random coefficient models
by: Lim, Keunwoo, et al.
Published: (2025)

Faster estimation of dynamic discrete choice models using index invertibility
by: Bunting, Jackson, et al.
Published: (2023)

Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
by: Michael Bates, et al.
Published: (2024)

Identification and estimation of treatment effects in a linear factor model with fixed number of time periods
by: Fusejima, Koki, et al.
Published: (2025)

Linear estimations of dynamic fixed effects logit models only with time effects
by: Kitazawa, Yoshitsugu
Published: (2026)

Nonparametric estimation of conditional densities by generalized random forests
by: Zincenko, Federico
Published: (2023)

Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects
by: Kruiniger, Hugo
Published: (2021)

Identification, estimation and inference in Panel Vector Autoregressions using external instruments
by: Pala, Raimondo
Published: (2025)

Identification of dynamic treatment effects when treatment histories are partially observed
by: Negi, Akanksha, et al.
Published: (2025)

Identification and estimation for matrix time series CP-factor models
by: Chang, Jinyuan, et al.
Published: (2024)

Identification of Impulse Response Functions for Nonlinear Dynamic Models
by: Gourieroux, Christian, et al.
Published: (2025)

Panel data models with randomly generated groups
by: Florens, Jean-Pierre, et al.
Published: (2025)

Flexible estimation of skill formation models
by: Antweiler, Antonia, et al.
Published: (2025)

Fast and simple inner-loop algorithms of static / dynamic BLP estimations
by: Fukasawa, Takeshi
Published: (2024)

Wald inference on varying coefficients
by: Gupta, Abhimanyu, et al.
Published: (2025)

Doubly Robust Identification of Causal Effects of a Continuous Treatment using Discrete Instruments
by: Dong, Yingying, et al.
Published: (2023)

Raking for estimation and inference in panel models with nonignorable attrition and refreshment
by: Franguridi, Grigory, et al.
Published: (2025)

The modified conditional sum-of-squares estimator for fractionally integrated models
by: Kılınç, Mustafa R., et al.
Published: (2024)

Verifying the existence of maximum likelihood estimates for generalized linear models
by: Correia, Sergio, et al.
Published: (2019)

Three's a crowd: Identification challenges in the triple difference model with spillover effects
by: De Nicolò, Silvia, et al.
Published: (2026)

Homophily in preferences or meetings? Identifying and estimating an iterative network formation model
by: Alvarez, Luis, et al.
Published: (2022)

Global identification of dynamic panel models with interactive effects
by: Bai, Jushan, et al.
Published: (2025)

Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity
by: Wróblewska, Justyna, et al.
Published: (2024)

Locally robust semiparametric estimation of sample selection models without exclusion restrictions
by: Pan, Zhewen, et al.
Published: (2024)

Bayesian inference for dynamic spatial quantile models with interactive effects
by: Ando, Tomohiro, et al.
Published: (2025)

Continuous permanent unobserved heterogeneity in dynamic discrete choice models
by: Bunting, Jackson
Published: (2022)

Efficiency of QMLE for dynamic panel data models with interactive effects
by: Bai, Jushan
Published: (2023)

Bayesian estimation of finite mixtures of Tobit models
by: Waisman, Caio
Published: (2024)

Inference in dynamic models for panel data using the moving block bootstrap
by: Higgins, Ayden, et al.
Published: (2025)

An Adversarial Approach to Identification
by: Botosaru, Irene, et al.
Published: (2024)

Analysis of interactive fixed effects dynamic linear panel regression with measurement error
by: Lee, Nayoung, et al.
Published: (2026)

Nonparametric mixed logit model with market-level parameters estimated from market share data
by: Ren, Xiyuan, et al.
Published: (2023)

Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
by: Christensen, Kim, et al.
Published: (2026)

SVARs with breaks: Identification and inference
by: Bacchiocchi, Emanuele, et al.
Published: (2024)

Identification with possibly invalid IVs
by: Bruneel-Zupanc, Christophe, et al.
Published: (2024)

Weak Identification with Many Instruments
by: Mikusheva, Anna, et al.
Published: (2023)

Testing identification in mediation and dynamic treatment models
by: Huber, Martin, et al.
Published: (2024)

Identification in Auctions with Truncated Transaction Prices
by: Qi, Tonghui
Published: (2025)

Can language models boost the power of randomized experiments without statistical bias?
by: Ruan, Xinrui, et al.
Published: (2025)