Identifying the discount factor in dynamic discrete choice models
Jaap H. Abbring, Øystein Daljord
Quantitative Economics
Journal Of The Econometric Society
Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331
Quantitative Economics
Volume 11, Issue 2 (May 2020)
Semiparametric estimation of structural functions in nonseparable triangular models
Victor Chernozhukov, Iván Fernández‐Val, Whitney Newey, Sami Stouli, Francis Vella
A competing risks model with time‐varying heterogeneity and simultaneous failure
Ruixuan Liu
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
Jungmo Yoon, Antonio F. Galvao
Inference in nonparametric/semiparametric moment equality models with shape restrictions
Yu Zhu
Household portfolios and financial preparedness for retirement
Rowena Crawford, Cormac O'Dea
Consumption insurance with advance information
Christian A. Stoltenberg, Swapnil Singh
Group lending, matching patterns, and the mystery of microcredit: Evidence from Thailand
The price of polarization: Estimating task prices under routine‐biased technical change
Michael J. Böhm
