Showing 1 - 9 of 9
<p><p><p>The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences with moment conditions for the model in levels. It has been shown to improve on the GMM estimator in the first differenced model in terms of bias and root mean squared error....</p></p></p>
Persistent link: https://www.econbiz.de/10005509554
This paper is concerned with identification of a competing risks model with unknown transformations of latent failure … paper provides an identification result on the joint survivor function of the latent failure times conditional on covariates. …
Persistent link: https://www.econbiz.de/10005727660
We study identification in static, simultaneous move finite games of complete information, where the presence of … multiple Nash equilibria may lead to partial identification of the model parameters. The identification regions for these … identification region can be obtained as the set of minimizers of the distance from the conditional distribution of game's outcomes …
Persistent link: https://www.econbiz.de/10005727666
identification of parameters of interest in this context. Calculations of asymptotic local power and Monte Carlo evidence indicate …
Persistent link: https://www.econbiz.de/10005811460
This paper studies the identification of nonseparable models with continuous, endogenous regressors, also called …
Persistent link: https://www.econbiz.de/10010687426
the true value that are sufficient for local identification. These results are applied to obtain new, primitive … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …
Persistent link: https://www.econbiz.de/10010593707
the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We … update the identification results of Chernozhukov and Hansen (2005). We illustrate the modelling assumptions through …
Persistent link: https://www.econbiz.de/10010663600
identification), but ignoring it can lead to misspecifications. The survey starts with a general characterisation of structural … guide to identification and estimation strategies, I discuss games of complete and incomplete information separately …
Persistent link: https://www.econbiz.de/10010578434
Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed for correct welfare comparisons. We consider general heterogenous demand where preferences and linear budget sets are statistically independent. We find that the dimension of...
Persistent link: https://www.econbiz.de/10010827527