I thank the co-editor and four anonymous referees for very useful comments. I also thank Manuel Arellano, Alan Bester, Marine Carrasco, Gary Chamberlain, Bryan Graham, Jin Hahn, Chris Hansen, Jim Heckman, Joel Horowitz, Yingyao Hu, Konrad Menzel, Ulrich Müller, Jim Powell, Elie Tamer, Harald Uhlig, and seminar participants at Berkeley, Boston University, Brown University, CEMFI, University of Chicago, Chicago Booth, Harvard University, Université de Montréal, New York University, Northwestern University, Toulouse School of Economics, University College London, and University of Toronto. Support from the European Research Council Grant agreement 263107 is gratefully acknowledged. All errors are mine.
Article first published online: 25 JUL 2012
© 2012 The Econometric Society
Volume 80, Issue 4, pages 1337–1385, July 2012
How to Cite
Bonhomme, S. (2012), Functional Differencing. Econometrica, 80: 1337–1385. doi: 10.3982/ECTA9311
- Issue published online: 25 JUL 2012
- Article first published online: 25 JUL 2012
- Manuscript received May, 2010; final revision received October, 2011.