Identification and Estimation of Marginal Effects in Nonlinear Panel Models 1

  • Victor Chernozhukov MIT Iván Fernández-Val BU Jinyong Hahn
  • Published 2009
This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find that linear fixed effects estimators are not consistent, due in part to marginal effects not being identified. We derive bounds for marginal effects and show that they can tighten rapidly as the number of time series observations grows. We also… CONTINUE READING