Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/64683
Authors: 
Chernozhukov, V.
Fernandez-Val, I.
Newey, W.
Year of Publication: 
2009
Series/Report no.: 
cemmap working paper CWP29/09
Abstract: 
This paper gives identification and estimation results for quantile and average effects in nonseparable panel models, when the distribution of period specific disturbances does not vary over time. Bounds are given for interesting effects with discrete regressors that are strictly exogenous or predetermined. We allow for location and scale time effects and show how monotonicity can be used to shrink the bounds. We derive rates at which the bounds tighten as the number T of time series observations grows and give an empirical illustration.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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