INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
交互固定效应下部分识别面板模型的推断
In this paper, we develop methods for statistical inferences in a partially identified nonparametric panel data model with endogeneity and interactive fixed effects. Under some normalization rules, we can concentrate out the large-dimensional parameter vector of factor loadings and specify a set of conditional moment restrictions that are involved with only the finite-dimensional factor parameters along with the infinite-dimensional nonparametric component. For a conjectured…