Cover Image

Sufficient Statistics for Markovian Feedback Processes and Unobserved Heterogeneity in Dynamic Panel Logit Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Shin, Sukgyu
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

Dynamic Ordered Panel Logit Models
by: Honoré, Bo E., et al.
Published: (2021)

Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity
by: Chen, Kaicheng
Published: (2025)

Debiased Machine Learning for Unobserved Heterogeneity: High-Dimensional Panels and Measurement Error Models
by: Argañaraz, Facundo, et al.
Published: (2025)

Back to Feedback: Dynamics and Heterogeneity in Panel Data
by: Bonhomme, Stephane
Published: (2025)

The Mixed Aggregate Preference Logit Model: A Machine Learning Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis
by: Forsythe, Connor R., et al.
Published: (2024)

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

Sequential Estimation of Dynamic Discrete Choice Models with Unobserved Heterogeneity
by: Chen, Ertian, et al.
Published: (2026)

Unobserved Heterogeneous Spillover Effects in Instrumental Variable Models
by: Wu, Huan
Published: (2025)

Identification and Estimation of Network Models with Nonparametric Unobserved Heterogeneity
by: Zeleneev, Andrei
Published: (2026)

Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
by: Fernandez-Val, Ivan, et al.
Published: (2022)

Tractable Identification of Strategic Network Formation Models with Unobserved Heterogeneity
by: Gao, Wayne Yuan, et al.
Published: (2026)

Policy Relevant Treatment Effects with Multidimensional Unobserved Heterogeneity
by: Ura, Takuya, et al.
Published: (2024)

Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
by: Freeman, Hugo, et al.
Published: (2026)

Two-step Estimation of Network Formation Models with Unobserved Heterogeneities and Strategic Interactions
by: Wu, Shaomin
Published: (2024)

IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects
by: Chen, Jia, et al.
Published: (2025)

Heterogeneous Treatment Effects via Linear Dynamic Panel Data Models
by: Marx, Philip, et al.
Published: (2024)

Treatment Effects with Multidimensional Unobserved Heterogeneity: Identification of the Marginal Treatment Effect
by: Tsuda, Toshiki
Published: (2022)

Better Measurement or Larger Samples? Data Collection for Policy Learning with Unobserved Heterogeneity
by: Opocher, Giacomo
Published: (2026)

Heterogeneous Autoregressions in Short T Panel Data Models
by: Pesaran, M. Hashem, et al.
Published: (2023)

Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities
by: Leng, Xuan, et al.
Published: (2023)

Mobility Behaviour of Immigrants in Canada: Analyzing Mode Choice Using GPS Panel Data and Mixed Logit Models
by: Alsaleh, Tareq, et al.
Published: (2026)

Unit Averaging for Heterogeneous Panels
by: Brownlees, Christian, et al.
Published: (2022)

Transferable Utility Matching Beyond Logit: Computation and Estimation with General Heterogeneity
by: Galichon, Alfred, et al.
Published: (2025)

Detailed Gender Wage Gap Decompositions: Controlling for Worker Unobserved Heterogeneity Using Network Theory
by: Fogel, Jamie, et al.
Published: (2024)

Heterogeneous Grouping Structures in Panel Data
by: Chrysikou, Katerina, et al.
Published: (2024)

Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity
by: Moon, Hyungsik Roger, et al.
Published: (2023)

Merger Analysis with Unobserved Prices
by: Koh, Paul S.
Published: (2024)

Moment Restrictions for Nonlinear Panel Data Models with Feedback
by: Bonhomme, Stéphane, et al.
Published: (2025)

Bootstraps for Dynamic Panel Threshold Models
by: Gong, Woosik, et al.
Published: (2022)

Inference on Extreme Quantiles of Unobserved Individual Heterogeneity
by: Morozov, Vladislav
Published: (2022)

Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T
by: Lu, Xun, et al.
Published: (2025)

Estimation of Average Effects in Short $T$ Heterogeneous Panels
by: Pesaran, M. Hashem, et al.
Published: (2023)

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

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

Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects
by: Barassi, Marco, et al.
Published: (2023)

Dynamic Linear Panel Regression Models with Interactive Fixed Effects
by: Moon, Hyungsik Roger, et al.
Published: (2026)

Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
by: Chernozhukov, Victor, et al.
Published: (2024)

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

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

Heterogeneous Treatment Effects in Panel Data
by: Levi, Retsef, et al.
Published: (2024)