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Over two dozen different terms for identification appear in the econometrics literature, including set identification …, causal identification, local identification, generic identification, weak identification, identification at infinity, and … many more. This survey: 1. gives a new framework unifying existing definitions of point identification, 2. summarizes and …
Persistent link: https://www.econbiz.de/10011960097
Persistent link: https://www.econbiz.de/10012586378
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Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete instruments, giving identi cation results under a variety of restrictions on the way the endogenous variable and the...
Persistent link: https://www.econbiz.de/10011901534
introduced in Chesher and Rosen (2017). Sharp identification regions for parameters and functions of interest defined by systems …
Persistent link: https://www.econbiz.de/10012165372
This paper presents a test for exogeneity of explanatory variables in a nonparametric instrumental variables (IV) model whose structural function is identified through a conditional quantile restriction. Quantile regression models are increasingly important in applied econometrics. As with...
Persistent link: https://www.econbiz.de/10011350133
We study identification and estimation in a binary response model with random coefficients B allowed to be correlated …
Persistent link: https://www.econbiz.de/10009728916
We study identification and estimation of the average treatment effect in a correlated random coefficients model that … interactions between endogenous variables and covariates. Our identification approach is based on averaging the coefficients … identification strategy suggests a transparent and computationally straightforward estimator of a trimmed average treatment effect …
Persistent link: https://www.econbiz.de/10010227690
average counterfactual outcomes are bounded under different treatments. We obtain a set of new partial identification results … the existing literature using our identification results and illustrate its usefulness by applying one of our … identification results to the Job Corps Study dataset. Our empirical results show that there is strong evidence of the gender and …
Persistent link: https://www.econbiz.de/10010336471
We analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full …
Persistent link: https://www.econbiz.de/10011488374