Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects

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Average and Quantile Effects in Nonseparable Panel Models (2009, background): “Hoderlein and White (2011) give estimators of the average derivative conditional on equality of regressors across time periods.”
Fixed Effects Estimation of Large-TPanel Data Models (2018, methodology): “…review nonparametric panel models such as the nonseparable models considered in Altonji & Matzkin (2005), Evdokimov (2010), Graham & Powell (2012), Hoderlein & White (2012), Chernozhukov, Fernández-Val, Hahn & Newey (2013), Chernozhukov, Fernandez-Val, Hoderlein, Holzmann & Newey (2015),…”
Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models (2012, background): “Irregularity arises in other fixed effects panel data models (e.g., Manski (1987), Chamberlain (2010), Honoré and Kyriazidou (2000), Kyriazidou (1997), Hoderlein and White (2009)).”
Econometric modelling of the regional knowledge production function in Europe (2015, background): “Indeed, Hoderlein and White (2012) focus on the identification of fully nonseparable models.”