Showing 1 - 10 of 68
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
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/10009667984
This paper gives a relatively simple, well behaved solution to the problem of many instruments in heteroskedastic data. Such settings are common in microeconometric applications where many instruments are used to improve efficiency and allowance for heteroskedasticity is generally important. The...
Persistent link: https://www.econbiz.de/10010277529
relative to the squared expected value of the moment conditions and identification is not too weak. We obtain an asymptotic …
Persistent link: https://www.econbiz.de/10010318519
This paper gives a relatively simple, well behaved solution to the problem of many instruments in heteroskedastic data. Such settings are common in microeconometric applications where many instruments are used to improve efficiency and allowance for heteroskedasticity is generally important. The...
Persistent link: https://www.econbiz.de/10010282870
This paper gives a relatively simple, well behaved solution to the problem of many instruments in heteroskedastic data. Such settings are common in microeconometric applications where many instruments are used to improve efficiency and allowance for heteroskedasticity is generally important. The...
Persistent link: https://www.econbiz.de/10008668817
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/10013126074
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/10013097986
relative to the squared expected value of the moment conditions and identification is not too weak. We obtain an asymptotic …
Persistent link: https://www.econbiz.de/10012734916