Essays in Heterogeneous Panel Data Econometrics
This thesis consists of three essays on identification, estimation, and inference on distributional features of heterogeneous parameters using panel data. In the first chapter, Christian Brownlees and I consider the problem of efficiently estimating a unit-specific parameter in a heterogeneous panel...
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| Tipo de recurso: | tesis doctoral |
| Estado: | Versión publicada |
| Fecha de publicación: | 2024 |
| País: | España |
| Institución: | CBUC, CESCA |
| Repositorio: | TDR. Tesis Doctorales en Red |
| OAI Identifier: | oai:www.tdx.cat:10803/691932 |
| Acceso en línea: | http://hdl.handle.net/10803/691932 |
| Access Level: | acceso embargado |
| Palabra clave: | Econometrics Panel data 33 |
| Sumario: | This thesis consists of three essays on identification, estimation, and inference on distributional features of heterogeneous parameters using panel data. In the first chapter, Christian Brownlees and I consider the problem of efficiently estimating a unit-specific parameter in a heterogeneous panel setting using a class of unit averaging estimators we propose. In the second chapter, I develop a methodology for conducting inference on extreme quantiles of unobserved individual heterogeneity (heterogeneous coefficients, heterogeneous treatment effects, etc.) when only noisy estimates are available in a panel data or meta-analysis setting. The third chapter is dedicated to the problem of estimation of the moments and the distribution of heterogeneous marginal effects in nonparametric models with multivariate unobserved heterogeneity. |
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