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Identification of a class of index models: A topological approach
Fosgerau, Mogens; Kristensen, Dennis - 2019
We establish nonparametric identification in a class of so-called index models using a novel approach that relies on general topological results. Our proof strategy imposes very weak smoothness conditions on the functions to be identified and does not require any large support conditions on the...
Persistent link: https://www.econbiz.de/10012146404
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A bootstrap test for instrument validity in heterogeneous treatment effect models
Kitagawa, Toru - 2013
bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …
Persistent link: https://www.econbiz.de/10010368206
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Testing for a general class of functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae - 2014
functionals of kernel-type estimators (1 < p < É) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … 'contact sets'. We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …
Persistent link: https://www.econbiz.de/10010368224
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A discrete model for bootstrap iteration
Davidson, Russell - 2015
In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies the … possibility of justifying, or validating, the bootstrap, not by letting the sample size tend to infinity, but by considering the … sequence of bootstrap P values obtained by iterating the bootstrap. The main idea of the paper is that, if this sequence …
Persistent link: https://www.econbiz.de/10011445744
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A test for instrument validity
Kitagawa, Toru - 2014
This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. The strongest testable implication for instrument validity is given by the condition for nonnegativity of point-identifiable complier's...
Persistent link: https://www.econbiz.de/10011282657
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Extremum sieve estimation in k-out-of-n systems
Komarova, Tatiana - 2013
The paper considers nonparametric estimation of absolutely continuous distribution functions of lifetimes of non-identical components in k-out-of-n systems from the observed 'autopsy' data. In economics, ascending 'button' or 'clock' auctions with n heterogeneous bidders present 2-out-of-n...
Persistent link: https://www.econbiz.de/10010368184
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Nonparametric identification of accelerated failure time competing risks models
Lee, Sokbae; Lewbel, Arthur - 2010
We provide new conditions for identification of accelerated failure time competing risks models. These include Roy models and some auction models. In our set up, unknown regression functions and the joint survivor function of latent disturbance terms are all nonparametric. We show that this...
Persistent link: https://www.econbiz.de/10010288383
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Interdependent durations in joint retirement
Honoré, Bo E.; de Paula, Áureo - 2014
This paper introduces a bivariate version of the generalized accelerated failure time model. It allows for simultaneity in the econometric sense that the two realized outcomes depend structurally on each other. The proposed model also has the feasure that it will generate equal durations with...
Persistent link: https://www.econbiz.de/10010368233
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Bounds on treatment effects on transitions
Vikström, Johan; Ridder, Geert; Weidner, Martin - 2016
This paper considers identification of treatment effects on conditional transition probabilities. We show that even under random assignment only the instantaneous average treatment effect is point identified. Because treated and control units drop out at different rates, randomization only...
Persistent link: https://www.econbiz.de/10011594327
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Binarization for panel models with fixed effects
Botosaru, Irene; Muris, Chris - 2017
In nonlinear panel models with fixed effects and fixed-T, the incidental parameter problem poses identification difficulties for structural parameters and partial effects. Existing solutions are model-specific, likelihood-based, impose time homogeneity, or restrict the distribution of unobserved...
Persistent link: https://www.econbiz.de/10011941477