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Three essays on nonlinear panel data models and quantile regression analysis
(Massachusetts Institute of Technology, 2005)
This dissertation is a collection of three independent essays in theoretical and applied econometrics, organized in the form of three chapters. In the first two chapters, I investigate the properties of parametric and ...
Panel data models with nonadditive unobserved heterogeneity : estimation and inference
(Massachusetts Institute of Technology, 2014)
This paper considers fixed effects estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest - means, variances, and other moments of ...