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provided ways to achieve identification of these primitive functions and distributions without imposing parametric restrictions … taken to develop nonparametric identification results in those models. …
Persistent link: https://www.econbiz.de/10010822971
models (e.g. for inflation, interest rates, or exchange rates) are subject to both parameter instability and identification … between them. Changes in identification strength provide an additional source of information that is used to improve …
Persistent link: https://www.econbiz.de/10010818165
In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the … use of instrumental variables and discuss conditions under which partial and point identification are obtained. We discuss … the identification results of <xref ref-type="bibr" rid="B11">Chernozhukov & Hansen (2005). We illustrate the modeling …
Persistent link: https://www.econbiz.de/10011004689
. Conditioning on additional covariates, however, may be necessary for identification of these treatment effects. With conditional …
Persistent link: https://www.econbiz.de/10008828516
. 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/10010827509
, distributed lags and vector autoregressions (VAR), quasi-experiments, and identification by heteroskedasticity (IH). Ultimately …
Persistent link: https://www.econbiz.de/10010856424
<I>m</I>+<I>r</I>, even though there is an issue of local non-identification that causes non-elliptical shapes of the …
Persistent link: https://www.econbiz.de/10011256253
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/10011265648
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/10008776049
This paper investigates four topics. (1) It examines the different roles played by the propensity score (probability of selection) in matching, instrumental variable and control functions methods. (2) It contrasts the roles of exclusion restrictions in matching and selection models. (3) It...
Persistent link: https://www.econbiz.de/10005703186