2 citations · 3 across the 7 of their papers we have counts for
7 papers
Identification in Linear Quantile Panel Models
Shakeeb Khan, Elie Tamer
This paper studies identification in linear quantile panel models with unrestricted individual heterogeneity when the number of time periods is fixed and small. We impose strict ex…
Stationary Errors and Quantile Regression in Short Panels
Shakeeb Khan, Elie Tamer
This paper studies a linear panel model with an unrestricted individual effect and a time- stationary idiosyncratic disturbance. We first show that stationarity is a strong restric…
Random Set Quantile Estimation of Partially Identified Discrete Response Models
Shakeeb Khan, Tatiana Komarova, Denis Nekipelov
Semiparametric discrete choice models are widely applied in economics, yet a fundamental tension arises when covariates are discrete as regression coefficients that are point ident…
Endogeneity in Weakly Separable Models without Monotonicity
Songnian Chen, Shakeeb Khan, Xun Tang
We identify and estimate treatment effects when potential outcomes are weakly separable with a binary endogenous treatment. Vytlacil and Yildiz (2007) proposed an identification st…
Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1
Shakeeb Khan, Xiaoying Lan, Elie Tamer +1
In this paper we propose new approaches to estimating large dimensional monotone index models. This class of models has been popular in the applied and theoretical econometrics lit…
Identification and Estimation of Weakly Separable Models Without Monotonicity
Songnian Chen, Shakeeb Khan, Xun Tang
We study the identification and estimation of treatment effect parameters in weakly separable models. In their seminal work, Vytlacil and Yildiz (2007) showed how to identify and e…
Informational Content of Factor Structures in Simultaneous Binary Response Models
Shakeeb Khan, Arnaud Maurel, Yichong Zhang
We study the informational content of factor structures in discrete triangular systems. Factor structures have been employed in a variety of settings in cross sectional and panel d…