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There exists a useful framework for jointly implementing Durbin-Wu-Hausman exogeneity and Sargan-Hansen overidenti cation tests, as a single arti cial regression. This note sets out the framework for linear models and discusses its extension to non-linear models. It also provides an empirical...
Persistent link: https://www.econbiz.de/10012008229
We analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full …
Persistent link: https://www.econbiz.de/10011488374
unobserved variables allows identification analysis under mean and quantile independence restrictions on the distributions of …
Persistent link: https://www.econbiz.de/10011525866
. We use tools from random set theory to study identification in such models and provide a sharp characterization of the …
Persistent link: https://www.econbiz.de/10010233585
. We use tools from random set theory to study identification in such models and provide a sharp characterisation of the …
Persistent link: https://www.econbiz.de/10009788446
random sets defined on the space of unobserved variables. This allows identification analysis under mean and quantile …
Persistent link: https://www.econbiz.de/10011343000
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
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
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