Ivan Fernandez-Val
Selected Publications
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. […]
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This article reviews recent advances in fixed effect estimation of panel data models for long panels, […]
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This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects […]
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We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ […]
Extremal quantile regression, i.e. quantile regression applied to the tails of the conditional distribution, counts with […]
The R package Counterfactual implements the estimation and inference methods of Chernozhukov et al. (2013) for […]
We propose strategies to estimate and make inference on key features of heterogeneous effects in randomized […]
This paper introduces two classes of semiparametric triangular systems with nonadditively separable unobserved heterogeneity. They are […]
This article reviews recent advances in fixed effect estimation of panel data models for long panels, […]
Latest version
Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze […]