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Microeconomic models with latent variables : applications of measurement error models in empirical industrial organization and labor economics

Hu, Yingyao - 2015

This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...

Persistent link: https://www.econbiz.de/10010469057

More on confidence intervals for partially identified parameters

Stoye, Jörg (contributor) - 2008

This paper extends Imbens and Manski’s (2004) analysis of confidence intervals for interval identified parameters. For their final result, Imbens and Manski implicitly assume superefficient estimation of a nuisance parameter. This appears to have gone unnoticed before, and it limits the...

Persistent link: https://www.econbiz.de/10003739665

Testing for stochastic monotonicity

Lee, Sokbae (contributor); Linton, Oliver (contributor); … - 2008

We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in many applications in economics. Our test is based on the supremum of a rescaled U-statistic. We show that its asymptotic distribution is Gumbel. The proof is difficult because the approximating...

Persistent link: https://www.econbiz.de/10003739710

Instrumental variable models for discrete outcomes

Chesher, Andrew (contributor) - 2009 - Revised July 3rd 2009

Single equation instrumental variable models for discrete outcomes are shown to be set not point identifying for the structural functions that deliver the values of the discrete outcome. Identified sets are derived for a general nonparametric model and sharp set identification is demonstrated....

Persistent link: https://www.econbiz.de/10003785212

Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Ai, Chunrong; Chen, Xiaohong - 2009

This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of … (2003) for semiparametric conditional moment restriction models with identical information sets to the case of nested … semiparametric panel data models and semiparametric two stage plug-in problems. As an example, we compute the efficiency bound for a …

Persistent link: https://www.econbiz.de/10003899088

Identification region of the potential outcome distributions under instrument independence

Kitagawa, Toru - 2009

This paper examines identification power of the instrument exogeneity assumption in the treatment effect model. We derive the identification region: The set of potential outcome distributions that are compatible with data and the model restriction. The model restrictions whose identifying power...

Persistent link: https://www.econbiz.de/10003899093

Evaluating marginal policy changes and the average effect of treatment for individuals at the margin

Carneiro, Pedro; Heckman, James J.; Vytlacil, Edward - 2009

This paper develops methods for evaluating marginal policy changes. We characterize how the effects of marginal policy changes depend on the direction of the policy change, and show that marginal policy effects are fundamentally easier to identify and to estimate than conventional treatment...

Persistent link: https://www.econbiz.de/10003869267

Nonparametric tests of conditional treatment effects

Lee, Sokbae; Whang, Yoon-jae - 2009

We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider a wide spectrum of null and alternative hypotheses regarding conditional treatment effects, including (i) the null hypothesis of the conditional stochastic dominance between treatment...

Persistent link: https://www.econbiz.de/10003908572

IV models of ordered choice

Chesher, Andrew; Smolinski, Konrad - 2009

This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may be endogenous. The models are weakly restrictive, leaving unspecified the mechanism that generates endogenous variables. These incomplete models are set, not point, identifying...

Persistent link: https://www.econbiz.de/10003908575

Intersection bounds : estimation and inference

Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. - 2011

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is...

Persistent link: https://www.econbiz.de/10009375645