399 citations · 620 across the 11 of their papers we have counts for
4 papers · 1 filter
Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
Ivan Fernandez-Val, Wayne Yuan Gao, Yuan Liao +1
We introduce a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of primary interest are functionals of these coefficients,…
Low-Rank Approximations of Nonseparable Panel Models
Iván Fernández-Val, Hugo Freeman, Martin Weidner
We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor structures are estimated by matrix-completion methods to d…
Nonseparable Sample Selection Models with Censored Selection Rules
Iván Fernández-Val, Aico van Vuuren, Francis Vella
We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects…
Censored Quantile Instrumental Variable Estimation with Stata
Victor Chernozhukov, Iván Fernández-Val, Sukjin Han +1
Many applications involve a censored dependent variable and an endogenous independent variable. Chernozhukov et al. (2015) introduced a censored quantile instrumental variable esti…