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Activity Number: 70
Type: Contributed
Date/Time: Sunday, August 9, 2015 : 4:00 PM to 5:50 PM
Sponsor: Business and Economic Statistics Section
Abstract #315792
Title: On Identifying and Estimating a Nonseparable Structural Function for Panel Data
Author(s): C.Y. (Chor-Yiu) Sin* and Ji-Liang Shiu
Companies: National Tsing Hua University and Renmin University of China
Keywords: Endogeneity ; Fourier transform ; generalized function ; individual heterogeneity ; nonparametric identification ; nonseparability
Abstract:

In this paper, we provide simple conditions that suffice for identifying a nonseparable and possibly nonlinear structural function for panel data. Individual heterogeneity and endogeneity are allowed. A sieve minimum distance estimation procedure with a plug-in nonparametric kernel density is also proposed.

Authors who are presenting talks have a * after their name.

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