324 citations · 325 across the 4 of their papers we have counts for
4 papers
The Projection Solution to the Incidental Parameter Problem
Andrew Chesher, Adam M. Rosen, Yuanqi Zhang
This paper introduces a new approach to econometric analysis of nonlinear panel data models when the number of observations per observational unit is small. In such models the pres…
Robust Analysis of Short Panels
Andrew Chesher, Adam M. Rosen, Yuanqi Zhang
Many structural econometric models include latent variables on whose probability distributions one may wish to place minimal restrictions. Leading examples in panel data models are…
Finite Sample Inference for the Maximum Score Estimand
Adam M. Rosen, Takuya Ura
We provide a finite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Man…
Intersection Bounds: Estimation and Inference
Victor Chernozhukov, Sokbae Lee, Adam M. Rosen
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or…