Chernozhukov, Victor; Fernández-Val, Iván; Newey, Whitney - In: Quantitative Economics 11 (2020) 2, pp. 503-533
Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modeling of complex structural relationships. However, they are not commonly used in practice due to the need for exogenous variables with large support for...