Dynamic random coefficient panel models with predetermined regressors are partially identified in short panels, with characterized identified sets for the mean, variance, and CDF of the coefficient distribution enabling tractable estimation.
Inference on causal and structural parameters using many moment inequalities
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Identification and estimation of dynamic random coefficient models
Dynamic random coefficient panel models with predetermined regressors are partially identified in short panels, with characterized identified sets for the mean, variance, and CDF of the coefficient distribution enabling tractable estimation.