PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA

By Jinyong Hahn, H. R. Moon. Econometric Theory, 2009

72 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

A Distributional Framework for Matched Employer Employee Data (2019, methodology): “Discrete fixed-effects approaches have recently been proposed in single-agent panel data analysis (Hahn and Moon, 2010, Lin and Ng, 2012, Bonhomme and Manresa, 2015).”
Fixed Effects Estimation of Large-TPanel Data Models (2018, background): “An interesting recent approach is the grouped fixed effects (GFE) of Hahn & Moon (2010) and Bonhomme & Manresa (2015) for models with individual effects.”
Grouped Patterns of Heterogeneity in Panel Data (2015, methodology): “(34) To end the proof of Lemma 4, we rely on the use of exponential inequalities for dependent processes.”
Discretizing Unobserved Heterogeneity (2017, background): “As an example, when d = 1 and K is chosen of the order of √ T , the Op terms in (13) are Op ( 1/T + √ T/N ) .”