Showing 1 - 10 of 16
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
This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables. The function is nonparametric. It satisfies mild regularity conditions but is otherwise unknown. The paper presents test of the hypothesis that g is...
Persistent link: https://www.econbiz.de/10005509559
<p>This paper is concerned with inference about a function <i>g</i> that is identified by a conditional quantile restriction involving instrumental variables. The paper presents a test of the hypothesis that <i>g</i> belongs to a finite-dimensional parametric family against a nonparametric alternative. The test...</p>
Persistent link: https://www.econbiz.de/10005547926
), and we thus apply identification results from that and related studies to the present context, demonstrating their use …
Persistent link: https://www.econbiz.de/10010593710
We study identification and estimation in a binary response model with random coefficients B allowed to be correlated …
Persistent link: https://www.econbiz.de/10010598825
We establish the consistency and asymptotic normality for a class of estimators that are linear combinations of a set of v n- consistent estimators whose cardinality increases with sample size. A special case of our framework corresponds to the conditional moment restriction and the implied...
Persistent link: https://www.econbiz.de/10010575249
. We use tools from random set theory to study identification in such models and provide a sharp characterisation of the …
Persistent link: https://www.econbiz.de/10010827509
applicable, but it usually delivers set identification. Nonetheless it can be used to consistently estimate bounds on many …
Persistent link: https://www.econbiz.de/10010827566
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