Showing 1 - 10 of 12
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/10009001017
In parametric models a sufficient condition for local identification is that the vector of moment conditions is … the true value that are sufficient for local identification. We apply these results to obtain new, primitive … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …
Persistent link: https://www.econbiz.de/10010817218
the true value that are sufficient for local identification. These results are applied to obtain new, primitive … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …
Persistent link: https://www.econbiz.de/10010593707
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
In parametric models a sufficient condition for local identification is that the vector of moment conditions is … the true value that are sufficient for local identification. We apply these results to obtain new, primitive … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …
Persistent link: https://www.econbiz.de/10010318716
This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor …, one of which is binary and error-ridden with misclassification error that has unknown distribution. Our identification …
Persistent link: https://www.econbiz.de/10005027806
This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete … unknown distribution. We obtain nonparametric identification of the model given monotonicity of the regression function and a … rank condition that is directly testable given the data. Our identification strategy does not require additional sample …
Persistent link: https://www.econbiz.de/10005102720
Persistent link: https://www.econbiz.de/10011804956
Persistent link: https://www.econbiz.de/10011514770
In parametric models a sufficient condition for local identification is that the vector of moment conditions is … the true value that are sufficient for local identification. We apply these results to obtain new, primitive … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …
Persistent link: https://www.econbiz.de/10009667984