发帖
雷达卡
摘要翻译：
本文研究了时间齐次的不可分面板模型中连续回归子ceteris paribus效应的辨识和估计。兴趣效应是模型的平均结构函数和分位数结构函数的导数。我们发现，对于“滞留者”，即对于在两个时间段内具有相同回归值的个体，这些导数被识别为两个时间段。我们证明了辨识结果可以延续到允许位置和尺度时间效应的模型。我们提出了非参数级数方法和一个加权bootstrap方案来估计和推断识别的效果。所提出的引导允许在分位数指数和/或回归值的区域上一致地对函数值参数例如分位数效应进行统一推断。用面板数据对恩格尔曲线估计的实证应用说明了这一结果。
---
英文标题：
《Nonparametric Identification in Panels using Quantiles》
---
作者：
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo
Holzmann, and Whitney Newey
---
最新提交年份：
2014
---
分类信息：
一级分类：Statistics 统计学
二级分类：Methodology 方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
--
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
--
---
英文摘要：
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are identified with two time periods for "stayers", i.e. for individuals with the same regressor values in two time periods. We show that the identification results carry over to models that allow location and scale time effects. We propose nonparametric series methods and a weighted bootstrap scheme to estimate and make inference on the identified effects. The bootstrap proposed allows uniform inference for function-valued parameters such as quantile effects uniformly over a region of quantile indices and/or regressor values. An empirical application to Engel curve estimation with panel data illustrates the results.
---
PDF链接：
https://arxiv.org/pdf/1312.4094
京公网安备 11010802022788号
