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A note on specification testing in some structural regression models
Beckert, Walter - 2019
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/10012146374
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Partial independence in nonseparable models
Masten, Matthew A.; Poirier, Alexandre - 2016
We analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full …
Persistent link: https://www.econbiz.de/10011594336
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Characterizations of identified sets delivered by structural econometric models
Chesher, Andrew; Rosen, Adam M. - 2016
unobserved variables allows identification analysis under mean and quantile independence restrictions on the distributions of …
Persistent link: https://www.econbiz.de/10011594354
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Characterizations of identified sets delivered by structural econometric models
Chesher, Andrew; Rosen, Adam - 2015
random sets defined on the space of unobserved variables. This allows identification analysis under mean and quantile …
Persistent link: https://www.econbiz.de/10011445774
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Generalized instrumental variable models
Chesher, Andrew; Rosen, Adam - 2014
. 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/10010368189
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Generalised instrumental variable models
Chesher, Andrew; Rosen, Adam - 2013
. 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/10010368234
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The identification power of smoothness assumptions in models with counterfactual outcomes
Kim, Wooyoung; Kwon, Koohyun; Kwon, Soonwoo; Lee, Sokbae - 2014
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/10010368182
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On the identification of structural linear functionals
Escanciano, Juan Carlos; Li, Wei - 2013
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/10010368214
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Decentralization estimators for instrumental variable quantile regression models
Kaido, Hiroaki; Wüthrich, Kaspar - 2019
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/10012146394
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IV methods for Tobit models
Chesher, Andrew; Kim, Dongwoo; Rosen, Adam M. - 2021
This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable restrictions. Tobit-type left censoring at zero is the primary focus in the exposition. The models studied here are unrestrictive relative to others widely used in...
Persistent link: https://www.econbiz.de/10012621164