4 papers
Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
Ivan Fernandez-Val, Wayne Yuan Gao, Yuan Liao +1
We introduce a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of primary interest are functionals of these coefficients,…
Selection and the Distribution of Female Hourly Wages in the U.S
Iván Fernández-Val, Franco Peracchi, Aico van Vuuren +1
We analyze the role of selection bias in generating the changes in the observed distribution of female hourly wages in the United States using CPS data for the years 1975 to 2020.…
Nonseparable Sample Selection Models with Censored Selection Rules
Iván Fernández-Val, Aico van Vuuren, Francis Vella
We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects…
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,…