This paper investigates the construction of moment conditions in discrete choice panel data
with individual specific fixed effects. We describe how to systematically explore the existence …

This article considers average marginal effects (AME) in a panel data fixed effects logit
model. Relating the identified set of the AME to an extremal moment problem, we first show …

In nonlinear panel data models, fixed-effects methods are often criticized because they
cannot identify average marginal effects (AMEs) in short panels. In contrast with that …

Average partial effects (APEs) are generally not point-identified in binary response panel
models with unrestricted unobserved heterogeneity. We show their point-identification under …

We develop a general framework for the identification of counterfactual parameters in a
class of nonlinear semiparametric panel models with fixed effects and time effects. Our …

Dynamic logit models are popular tools in economics to measure state dependence. This
paper introduces a new method to derive moment restrictions in a large class of such …

This paper revisits the identification and estimation of a class of semiparametric (distribution-
free) panel data binary choice models with lagged dependent variables, exogenous …

This paper revisits the identification and estimation of a class of semiparametric (distribution-
free) panel data binary choice models with lagged dependent variables, exogenous …

We introduce a novel framework to characterize identified sets of structural and
counterfactual parameters in econometric models. Our framework centers on a discrepancy …

This paper studies identification and estimation of a dynamic discrete choice model of
demand for differentiated product using consumer-level panel data with few purchase …