Average and Quantile Effects in Nonseparable Panel Models
Nonseparable panel models are important in a variety of economic settings, including discrete choice. 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.&q...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
The Econometric Society,
2017-06-23T22:00:03Z.
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| Subjects: | |
| Online Access: | Get fulltext |