Showing 1 - 10 of 26
The impact of covariate measurement error on quantile regression functions is investigated using a small variance approximation. The approximation shows how the error contaminated and error free quantile regression functions are related, a key factor being the distribution of the error free...
Persistent link: https://www.econbiz.de/10005811439
Conditions are derived under which there is local nonparametric identification of derivatives of structural equations in nonlinear triangular simultaneous equations systems. The attack on this problem is via conditional quantile functions and exploits local quantile independence conditions. The...
Persistent link: https://www.econbiz.de/10005811448
An exogenous impact function is defined as the derivative of a structural function with respect to an endogenous variable, other variables, including unobservable variables held fixed. Unobservable variables are fixed at specific quantiles of their marginal distributions. Exogenous impact...
Persistent link: https://www.econbiz.de/10005811454
This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function which depends on a discrete endogenous variable and is nonseparable in a latent variate. The function may deliver values of a discrete or continuous outcome...
Persistent link: https://www.econbiz.de/10005811455
This paper studies the identification of partial differences of nonseparable structural functions. The paper considers triangular structures with no more stochastic unobservables than observable outcomes, that exhibit a degree of monotonicity with respect to variation in certain stochastic...
Persistent link: https://www.econbiz.de/10005811465
<p><p><p><p>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....</p></p></p></p>
Persistent link: https://www.econbiz.de/10005037554
<p>The paper studies the partial identifying power of structural single equation threshold crossing models for binary responses when explanatory variables may be endogenous. The paper derives the sharp identified set of threshold functions for the case in which explanatory variables are discrete...</p>
Persistent link: https://www.econbiz.de/10009321218
<p>This paper studies identification of latent utility functions in multiple discrete choice models in which there may be endogenous explanatory variables, that is explanatory variables that are not restricted to be distributed independently of the unobserved determinants of latent utilities. The...</p>
Persistent link: https://www.econbiz.de/10009416810
<p>This paper studies identification of latent utility functions in multiple discrete choice models in which there may be endogenous explanatory variables, that is explanatory variables that are not restricted to be distributed independently of the unobserved determinants of latent utilities. The...</p>
Persistent link: https://www.econbiz.de/10008838753
This paper studies simultaneous equations models for two or more discrete outcomes. These models may be incoherent, delivering no values of the outcomes at certain values of the latent variables and covariates, and they may be incomplete, delivering more than one value of the outcomes at certain...
Persistent link: https://www.econbiz.de/10010567020