We thank J. Angrist, G. Chamberlain, D. Chetverikov, B. Frandsen, B. Graham, J. Hausman, and many seminar participants for comments. Brad Larsen and Seongyeon Chang provided capable research assistance. Parts of this paper were given at the 2007 CEMMAP Microeconometrics: Measurement Matters Conference, the Shanghai Lecture of the 2010 World Congress of the Econometric Society, and conferences in between. We gratefully acknowledge research support from the NSF.
Average and Quantile Effects in Nonseparable Panel Models
Article first published online: 20 MAR 2013
© 2013 The Econometric Society
Volume 81, Issue 2, pages 535–580, March 2013
How to Cite
Chernozhukov, V., Fernández-Val, I., Hahn, J. and Newey, W. (2013), Average and Quantile Effects in Nonseparable Panel Models. Econometrica, 81: 535–580. doi: 10.3982/ECTA8405
- Issue published online: 20 MAR 2013
- Article first published online: 20 MAR 2013
- Manuscript received February, 2009; final revision received February, 2012.
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