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Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete instruments, giving identi cation results under a variety of restrictions on the way the endogenous variable and the...
Persistent link: https://www.econbiz.de/10011901534
We analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full …
Persistent link: https://www.econbiz.de/10011488374
The particular concern of this paper is the construction of a confidence region with pointwise asymptotically correct size for the true value of a parameter of interest based on the generalized Anderson-Rubin (GAR) statistic when the moment variance matrix is singular. The large sample behaviour...
Persistent link: https://www.econbiz.de/10011962418
This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged … of data identification is not possible (in a neighborhood of zero), even in the logistic case. …
Persistent link: https://www.econbiz.de/10014316748
This paper considers the finite sample distribution of the 2SLS estimator and derives bounds on its exact bias in the presence of weak and/or many instruments. We then contrast the behavior of the exact bias expressions and the asymptotic expansions currently popular in the literature, including...
Persistent link: https://www.econbiz.de/10011300710
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/10009747939
This paper examines three distinct hypothesis testing problems that arise in the context of identification of some … identification in some nonparametric models with endogeneity involving mean independence restrictions. These conditions are typically … identification directly in some nonparametric models with endogeneity involving quantile independence restrictions. For each of these …
Persistent link: https://www.econbiz.de/10009567825
average counterfactual outcomes are bounded under different treatments. We obtain a set of new partial identification results … the existing literature using our identification results and illustrate its usefulness by applying one of our … identification results to the Job Corps Study dataset. Our empirical results show that there is strong evidence of the gender and …
Persistent link: https://www.econbiz.de/10010336471
regression. Some examples illustrate the wide applicability and utility of our identification result, including bounds and a new … identification condition for point-evaluation functionals. The main ideas are illustrated with an empirical application of the effect …
Persistent link: https://www.econbiz.de/10010188249
identification results and to fast, easy to implement, and tuning-free estimators that do not require the availability of high …
Persistent link: https://www.econbiz.de/10012053040