Identification in Models for Matched Panel Data with Two-Sided Random Effects

Résumé

This paper is concerned with models for matched worker-firm data in the presence of both worker and firm heterogeneity. We show that models with complementarity and sorting can be nonparametrically identified from short panel data while treating both worker and firm heterogeneity as discrete random effects. This paradigm is different from the framework of Bonhomme, Lamadon and Manresa (2019a), where identification results are derived under the assumption that worker effects are random but firm heterogeneity is observed. Our identification approach is constructive and our results appear to be the first of their kind in the context of matched panel data problems.

Mots-clés

Codes JEL

Référence

Koen Jochmans, « Identification in Models for Matched Panel Data with Two-Sided Random Effects », TSE Working Paper, n° 25-1649, juin 2025, révision octobre 2025.