Showing 1 - 10 of 17
We discuss the relative advantages and disadvantages of four types of convenient estimators of binary choice models when regressors may be endogenous or mismeasured, or when errors are likely to be heteroskedastic. For example, such models arise when treatment is not randomly assigned and...
Persistent link: https://www.econbiz.de/10010960033
structural derivatives (LASDs) in very general nonseparable models, while allowing for arbitrary dependence between the …
Persistent link: https://www.econbiz.de/10008506224
econometric issues as the identification of marginal effects or economic restrictions in structural models. Our identification …
Persistent link: https://www.econbiz.de/10008506226
optimizers (e.g., quantiles). Key for identification is a specific conditional exogeneity relation. We examine what happens in … its absence and find that identification generally fails. Nevertheless, local and near identification results hold in its …
Persistent link: https://www.econbiz.de/10008518873
This paper proposes a new method of obtaining identification in mismeasured regressor models, triangular systems, and … simultaneous equation systems. The method may be used in applications where other sources of identification such as instrumental … generalized method of moments. Identification comes from a heteroskedastic covariance restriction that is shown to be a feature of …
Persistent link: https://www.econbiz.de/10005074046
This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the regressor and the dependent variable alone, unless the specification is a member of a very specific parametric family. This family includes the linear specification with...
Persistent link: https://www.econbiz.de/10005074071
This paper provides a few variants of a simple estimator for binary choice models with endogenous or mismeasured regressors, or with heteroskedastic errors. Unlike control function methods, which are generally only valid when endogenous regressors are continuous, the estimators proposed here can...
Persistent link: https://www.econbiz.de/10005102653
This note corrects an error in Hansen, Journal of Applied Econometrics (1992)
Persistent link: https://www.econbiz.de/10005102701
This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete … unknown distribution. We obtain nonparametric identification of the model given monotonicity of the regression function and a … rank condition that is directly testable given the data. Our identification strategy does not require additional sample …
Persistent link: https://www.econbiz.de/10005102720
This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor …, one of which is binary and error-ridden with misclassification error that has unknown distribution. Our identification …
Persistent link: https://www.econbiz.de/10005027806