arXiv 17 Sep 2023 · Econometrics · 4 citations (OpenAlex)
arXiv:2309.09299 · PDF · DOI · OpenAlex · Extracted main text
In discrete choice panel data, the estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. This task is challenging in short panels with individual-specific effects due to partial identification and the incidental parameter problem. In particular, estimation of the sharp identified set is practically infeasible at realistic sample sizes whenever the number of support points of the observed covariates is large, such as when the covariates are continuous. In this paper, we therefore propose estimating outer bounds on the identified set of average effects. Our bounds are easy to construct, converge at the parametric rate, and are computationally simple to obtain even in moderately large samples, independent of whether the covariates are discrete or continuous. We also provide asymptotically valid confidence intervals on the identified set.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Chernozhukov, V., I. Fernández-Val, J. Hahn, and W. K. Newey (2013) Average and quantile effects in nonseparable panel models | 0.899 | 11 | 7 | 73% |
| 2 | Davezies, L., X. D'Haultfuille, and L. Laage (2021) Identification and estimation of average marginal effects in fixed effects logit models | 0.843 | 5 | 3 | 60% |
| 3 | Browning, M. and J. M. Carro (2010) Heterogeneity in dynamic discrete choice models | 0.843 | 3 | 3 | 100% |
| 4 | Browning, M. and J. M. Carro (2014) Dynamic binary outcome models with maximal heterogeneity | 0.843 | 3 | 3 | 100% |
| 5 | Bonhomme, S (2012) Functional differencing | 0.843 | 3 | 3 | 100% |
| 6 | Dobronyi, C., J. Gu, K. i. Kim, and T. M. Russell (2024) Identification of dynamic panel logit models with fixed effects | 0.737 | 3 | 3 | 67% |
| 7 | Aguirregabiria, V. and J. M. Carro (2021) Identification of average marginal effects in fixed effects dynamic discrete choice models | 0.737 | 3 | 2 | 100% |
| Browning and Carro | unmatched citation key Browning and Carro | 0.644 | 4 | 1 | 100% |
| Chamberlain | unmatched citation key Chamberlain | 0.644 | 4 | 1 | 100% |
| 10 | Browning, M. and J. M. Carro (2007) Heterogeneity and microeconometrics modeling | 0.644 | 2 | 2 | 100% |
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arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.