3 citations · 5 across the 5 of their papers we have counts for
8 papers
An Adversarial Approach to Identification, Computation, and Inference in Models with a Linear-in-Measures Representation
Irene Botosaru, Isaac Loh, Chris Muris
We develop a framework for identification, computation, and inference in econometric models with a linear-in-measures representation. These models express maintained restrictions a…
An Adversarial Approach to Identification
Irene Botosaru, Isaac Loh, Chris Muris
We introduce a new framework for characterizing identified sets of structural and counterfactual parameters in econometric models. By reformulating the identification problem as a…
Identification of time-varying counterfactual parameters in nonlinear panel models
Irene Botosaru, Chris Muris
We develop a general framework for the identification of counterfactual parameters in a class of nonlinear semiparametric panel models with fixed effects and time effects. Our meth…
Estimating interaction effects with panel data
Chris Muris, Konstantin Wacker
This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed -dimension. We advocate fo…
Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data
Matthew Harding, Carlos Lamarche, Chris Muris
In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augment…
Dynamic Ordered Panel Logit Models
Bo E. Honoré, Chris Muris, Martin Weidner
This paper studies a dynamic ordered logit model for panel data with fixed effects. The main contribution of the paper is to construct a set of valid moment conditions that are fre…
A dynamic ordered logit model with fixed effects
Chris Muris, Pedro Raposo, Sotiris Vandoros
We study a fixed- panel data logit model for ordered outcomes that accommodates fixed effects and state dependence. We provide identification results for the autoregressive para…
Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares
Irene Botosaru, Chris Muris, Krishna Pendakur
We provide new results showing identification of a large class of fixed-T panel models, where the response variable is an unknown, weakly monotone, time-varying transformation of a…