![]() ![]() 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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