Controlling the bias is central to estimating semiparametric models. Many methods have been developed to control bias in estimating conditional expectations while main- taining a desirable variance order. However, these methods typically do not perform well at moderate sample sizes. Moreover,...

This paper addresses the estimation of a semiparametric sample selection index model where both the selection rule and the outcome variable are binary. Since the marginal effects are often of primary interest and are difficult to recover in a semiparametric setting, we develop estimators for...

It is well known that it is important to control the bias in estimating conditional expectations in order to obtain asymptotic normality for quantities of interest (e.g. a finite dimensional parameter vector in semiparametric models or averages of marginal effects in the nonparametric case). For...

We propose instrumental variable(IV) estimators for quantile marginal effects and the parameters upon which they depend in a semiparametric outcome model with endogenous discrete treatment variables. We prove identification, consistency, and asymptotic normality of the estimators. We also show...

This paper addresses the estimation of a semiparametric sample selection index model where both the selection rule and the outcome variable are binary. Since the marginal effects are often of primary interest and are difficult to recover in a semiparametric setting, we develop estimators for...

This paper addresses the estimation of a semiparametric sample selection index model where both the selection rule and the outcome variable are binary. Since the marginal effects are often of primary interest and are difficult to recover in a semiparametric setting, we develop estimators for...

This paper provides a control function estimator to adjust for endogeneity in the triangular simultaneous equations model where there are no available exclusion restrictions to generate suitable instruments. Our approach is to exploit the dependence of the errors on exogenous variables (e.g....

We conduct an experiment to (i) measure the structure of preferences over lotteries and (ii) test for stability of the probability transformation functions over different choice sets. The design is based on manipulations of the 'probability triangle' A disaggregated nonparametric analysis in...

This paper employs conditional second moments to identify the impact of education in wage regressions where education is treated as endogenous. This approach avoids the use of instrumental variables in a setting where instruments are frequently not available. We employ this methodology to...

This paper provides a control function estimator to adjust for endogeneity in the triangular simultaneous equations model where there are no available exclusion restrictions to generate suitable instruments. Our approach is to exploit the dependence of the errors on exogenous variables (e.g....