In this paper, we study the effect of a small ceteris paribus change in the marginal distribution of a binary covariate on some feature of the unconditional distribution of an outcome variable of interest. We show that the RIF regression techniques recently proposed by Firpo, Fortin, and Lemieux...

This paper studies the estimation of a nonparametric function ' from the inverse problem r = T' given estimates of the function r and of the linear transform T. The rate of convergence of the estimator is derived under two assumptions expressed in a Hilbert scale. The approach provides a unified...

The paper considers a new class of duration models in which unobserved heterogeneity changes with time. The class addresses two main questions: How does the exit probability from a state vary when unobserved heterogeneity evolves through time? And do changes in unobserved heterogeneity have a...

In productivity analysis, the performance of production units is measured through the distance of the individual decision making units (DMU) to the technology which is defined as the frontier of the production set. Most of the existing methods, Farrell-Debreu and Shephard radial measures (input...

This paper studies identification for a broad class of empirical games in a general functional setting. Global identification results are known for some specific models, for instance in some standard auction models. We use functional formulations to obtain general criteria for local...

We propose a Quasi-Bayesian nonparametric approach to estimating the structural relationship ' among endogenous variables when instruments are available. We show that the posterior distribution of ' is inconsistent in the frequentist sense. We interpret this fact as the ill-posedness of the...

We consider the nonparametric regression model with an additive error that is correlated with the explanatory variables. We suppose the existence of instrumental variables that are considered in this model for the identification and the estimation of the regression function. The nonparametric...

We consider the semiparametric regression Xtβ+φ(Z) where β and φ(·) are unknown slope coefficient vector and function, and where the variables (X,Z) are endogeneous. We propose necessary and sufficient conditions for the identification of the parameters in the presence of instrumental...

The objective of the paper is to draw the theory of endogeneity in dynamic models in discrete and continuous time, in particular for diffusions and counting processes. We first provide an extension of the separable set-up to a separable dynamic framework given in term of semi-martingale...