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Joel Horowitz and Sokbae 'Simon' Lee
This paper considers a panel duration model that has a proportional hazards specification with fixed effects.
Conditions are derived under which there is local nonparametric identification of values of structural functions and of their derivatives in potentially nonlinear nonseparable models.
Charles Bellemare, Bertrand Melenberg and Arthur van Soest
An overview is presented of some parametric and semi-parametric models, estimators, and specification tests that can be used to analyze ordered response variables
This paper develops a model in which a continuum of consumers choose froma continuum of locations indexed by school quality.
Jeffrey M. Wooldridge
I provide an overview of inverse probability weighted (IPW) M-estimators for cross section and two-period panel data applications.
Ivar Ekeland, James Heckman and Lars Nesheim
This paper considers the identification and estimation of hedonic models.
Ivar Ekeland, James Heckman and Lars Nesheim
Economic models for hedonic markets characterize the pricing of bundles of attributes and the demand and supply of these attributes under different assumptions about market structure,
Hidehiko Ichimura and Christopher Taber
The goal of this paper is to use a semiparametric reduced form model to estimate the effects of various tuition subsidies.
Steve Bond and Frank Windmeijer
In this paper we explore a new approach to estimation for autoregressive panel data models, based on projecting the unobserved individual effects on the vector of observations on the lagged dependent variable.
A statistical problem that arises in several …elds is that of estimating the features of an
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