Nonparametric identification
By P. V. D. van den Bosch, A. C. van der Klauw. 2020
____________________________ ∗The support of NSF through grants SES 0551272, BCS 0433990, and SES 0241858 is gratefully acknowledged. I have greatly benefitted from the input of James Heckman and from the comments and suggestions of Daniel McFadden, Whitney Newey, Susanne Schennach, Viktor Soubbotine, graduate students at Northwestern and at California Institute of Technology that used this manuscript as lecture notes in graduate econometrics courses, and participants at the econometrics workshop at the University of Chicago (May 2006). This chapter was written while the author was Professor of Economics at Northwestern University and, partly, while she was Visiting Professor of Economics at the Division of the Humanities and Social Sciences, California Institute of Technology, whose warm hospitality is gratefully acknowledged. The May 2013 version benefitted from the comments of Ding Yuan and graduate students at UCLA.
Subfields: Statistical Learning Theory
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Citations in the corpus
- Pre-Event Trends in the Panel Event-Study Design (2019, background): “The concern is that states tend to pass minimum-wage increases during good economic times (Neumark and Wascher [2006], Card and Krueger [1995]).”
- Fixed Effects Estimation of Large-TPanel Data Models (2018, background): “We refer to Matzkin (2007) for an excellent survey on nonparametric identification of nonseparable models including results for panel data.”