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Characterizations of identified sets delivered by structural econometric models

Chesher, Andrew; Rosen, Adam M. - 2015

This paper develops characterizations of identified sets of structures and structural features for complete and incomplete models involving continuous and/or discrete variables. Multiple values of unobserved variables can be associated with particular combinations of observed variables. This can...

Persistent link: https://www.econbiz.de/10011343000

An instrumental variable random coefficients model for binary outcomes

Chesher, Andrew; Rosen, Adam M. - 2012

In this paper we study a random coefficient model for a binary outcome. We allow for the possibility that some or even all of the regressors are arbitrarily correlated with the random coefficients, thus permitting endogeneity. We assume the existence of observed instrumental variables Z that are...

Persistent link: https://www.econbiz.de/10009667991

Generalized instrumental variable models

Chesher, Andrew; Rosen, Adam M. - 2014

The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper we extend the application of instrumental variable (IV) methods to a wide class of problems in which multiple values of unobservable variables can be...

Persistent link: https://www.econbiz.de/10010233585

Generalised instrumental variable models

Chesher, Andrew; Rosen, Adam M. - 2013

The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper we extend the application of instrumental variable (IV) models to a wide class of problems in which multiple values of unobservable variables can be...

Persistent link: https://www.econbiz.de/10009788446

The identification power of smoothness assumptions in models with counterfactual outcomes

Kim, Wooyoung; Kwon, Koohyun; Kwon, Soonwoo; Lee, Sokbae - 2014

In this paper, we investigate what can be learned about average counterfactual outcomes when it is assumed that treatment response functions are smooth. The smoothness conditions in this paper amount to assuming that the differences in average counterfactual outcomes are bounded under different...

Persistent link: https://www.econbiz.de/10010336471

Testing for a general class of functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...

Persistent link: https://www.econbiz.de/10010254852

Characterizations of identified sets delivered by structural econometric models

Chesher, Andrew; Rosen, Adam M. - 2016

This paper develops characterizations of identified sets of structures and structural features for complete and incomplete models involving continuous or discrete variables. Multiple values of unobserved variables can be associated with particular combinations of observed variables. This can...

Persistent link: https://www.econbiz.de/10011525866

Optional dynamic treatment regimes and partial welfare ordering

Han, Sukjin - 2020 - This Draft: October 9, 2020

Dynamic treatment regimes are treatment allocations tailored to heterogeneous individuals. The optimal dynamic treatment regime is a regime that maximizes counterfactual welfare. We introduce a framework in which we can partially learn the optimal dynamic regime from observational data, relaxing...

Persistent link: https://www.econbiz.de/10012295275

Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models

Chen, Le-yu; Lee, Sokbae - 2017

This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters … the semiparametric modeling restrictions, we show that the identified set can be equivalently formulated by moment … variety of semiparametric models under which the sign of conditional expectation of a certain transformation of the outcome is …

Persistent link: https://www.econbiz.de/10011775363