399 citations · 407 across the 9 of their papers we have counts for
3 papers · 1 filter
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
Victor Chernozhukov, Iván Fernández-Val, Whitney Newey +2
Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However,…
Fixed Effect Estimation of Large T Panel Data Models
Iván Fernández-Val, Martin Weidner
This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametr…
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data
Victor Chernozhukov, Iván Fernández-Val, Whitney Newey
Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze identification of binary and multinomial choice models…