Quantile and Average Effects in Nonseparable Panel Models

Victor Chernozhukov and Ivan Fernandez-Val ()

No wp2009-011, Boston University - Department of Economics - Working Papers Series from Boston University - Department of Economics

Abstract: This paper gives identification and estimation results for quantile and average effects in nonseparable panel models, when the distribution of period specific disturbances does not vary over time. Bounds are given for interesting effects with discrete regressors that are strictly exogenous or predetermined. We allow for location and scale time effects and show how monotonicity can be used to shrink the bounds. We derive rates at which the bounds tighten as the number T of time series observations grows and give an empirical illustration.

Pages: 30
References: Add references at CitEc
Citations: View citations in EconPapers (1)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Quantile and average effects in nonseparable panel models (2009)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bos:wpaper:wp2009-011

Access Statistics for this paper

More papers in Boston University - Department of Economics - Working Papers Series from Boston University - Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Program Coordinator ().