2 papers
econ.EM2026
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…
econ.EM2026
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…