Showing 1 - 10 of 28
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/10010288321
This paper contributes to the understanding of the source of identification in panel data models. Recent research has … sections and establish that point identification is generically only possible in specific subpopulations, for finite T … identification as T tends to infinity only. We systematize this behavior by comparing it to increasing the number of support points …
Persistent link: https://www.econbiz.de/10010288334
In parametric models a sufficient condition for local identification is that the vector of moment conditions is … imply local identification. It turns out these conditions are slightly stronger than needed and are hard to check, so we …
Persistent link: https://www.econbiz.de/10010288348
select patients' treatments. In such scenarios, identification depends on the assumption of no effect modification, namely …
Persistent link: https://www.econbiz.de/10010288395
This paper is concerned with extending the familiar notion of fixed effects to nonlinear setups with infinite dimensional unobservables like preferences. The main result is that a generalized version of differencing identifies local average structural derivatives (LASDs) in very general...
Persistent link: https://www.econbiz.de/10010288425
We study identification in static, simultaneous move finite games of complete information, where the presence of … multiple Nash equilibria may lead to partial identification of the model parameters. The identification regions for these … identification region can be obtained as the set of minimizers of the distance from the conditional distribution of game's outcomes …
Persistent link: https://www.econbiz.de/10010288446
This paper studies the nonparametric identification and estimation of voters' preferences when voters are ideological …
Persistent link: https://www.econbiz.de/10010368181
This paper studies the identification of nonseparable models with continuous, endogenous regressors, also called …
Persistent link: https://www.econbiz.de/10010368223
rule, this identification result should have a wide applicability. It leads to a new perspective on handling measurement …
Persistent link: https://www.econbiz.de/10010318690
identification), but ignoring it can lead to misspecifications. The survey starts with a general characterization of structural … guide to identification and estimation strategies, I discuss games of complete and incomplete information separately …
Persistent link: https://www.econbiz.de/10010318713