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econ.EM2026
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…
econ.EM2019
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…