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Identification and method of moments estimation in polynomial measurement error models
Biørn, Erik - 2017
well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain … latent regressor. Simple order-conditions are derived, and procedures involving recursive identification of the moments of … Method of Moments (GMM) algorithm involving the instruments and proceeding stepwise from the identification procedures, is …
Persistent link: https://www.econbiz.de/10011694188
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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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Charters Without Lotteries: Testing Takeovers in New Orleans and Boston
Abdulkadiroğlu, Atila; Angrist, Joshua; Hull, Peter D.; … - 2015
Lottery estimates suggest oversubscribed urban charter schools boost student achievement markedly. But these estimates needn't capture treatment effects for students who haven't applied to charter schools or for students attending charters for which demand is weak. This paper reports estimates...
Persistent link: https://www.econbiz.de/10010531683
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Bayesian analysis of instrumental variable models: The potential of direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; … - 2012
Persistent link: https://www.econbiz.de/10010326499
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Confidence sets based on inverting Anderson-Rubin tests
Davidson, Russell; MacKinnon, James G. - 2011
Economists are often interested in the coefficient of a single endogenous explanatory variable in a linear simultaneous equations model. One way to obtain a confidence set for this coefficient is to invert the Anderson-Rubin test. The AR confidence sets that result have correct coverage under...
Persistent link: https://www.econbiz.de/10010290355