1 citations · 1 across the 2 of their papers we have counts for
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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…
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…
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…