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Discrete response models are of high interest in economics and econometrics as they encompass treatment effects, social interaction and peer effect models, and discrete games. We study the impact of the structure of information sets of economic agents on the Fisher information of (strategic)...
Persistent link: https://www.econbiz.de/10009323368
This paper explores the uniformity of inference for parameters of interest in nonlinear models with endogeneity. The notion of uniformity is fundamental in these models because due to potential endogeneity, the behavior of standard estimators of these parameters is shown to vary with where they...
Persistent link: https://www.econbiz.de/10010834063
Discrete response models are of high interest in economics and econometrics as they encompass treatment eff ects, social interaction and peer e ffect models, and discrete games. We study the impact of the structure of information sets of economic agents on the Fisher information of (strategic)...
Persistent link: https://www.econbiz.de/10014177339
This paper explores the uniformity of inference for parameters of interest in nonlinear models with endogeneity. The notion of uniformity is fundamental in these models because due to potential endogeneity, the behavior of standard estimators of these parameters is shown to vary with where they...
Persistent link: https://www.econbiz.de/10013075515