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Full-Text Articles in Social and Behavioral Sciences
Inference In Partially Identified Panel Data Models With Interactive Fixed Effects, Shengjie Hong, Liangjun Su, Yaqi Wang
Inference In Partially Identified Panel Data Models With Interactive Fixed Effects, Shengjie Hong, Liangjun Su, Yaqi Wang
Research Collection School Of Economics
This paper develops methods for statistical inferences in a partially identified nonparametric panel data model with endogeneity and interactive fixed effects. We consider the case where the number of cross-sectional units (N) is large and the number of time series periods (T).as well as the number of unobserved common factors (R) are fixed. Under some normalization rules, wecan concentrateout thelarge dimen-sional parameter vector of factor loadings and specify a set of conditional moment restriction that are involved with only the finite dimensional factor parameters along with the infinite dimensional nonpara-metric component. For a conjectured restriction on the parameter, we consider …
Monte-Carlo Simulation Study Of Two-Stage Quantile Regression For Dynamic Panel Data, Hossameldin Ahmed, Alaa Ahmed Prof, Aya Afify Ms
Monte-Carlo Simulation Study Of Two-Stage Quantile Regression For Dynamic Panel Data, Hossameldin Ahmed, Alaa Ahmed Prof, Aya Afify Ms
Economics
No abstract provided.