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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/10011488374
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Control variables, discrete instruments, and identification of structural functions
Newey, Whitney K.; Stouli, Sami - 2018
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete instruments, giving identi cation results under a variety of restrictions on the way the endogenous variable and the...
Persistent link: https://www.econbiz.de/10011901534
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Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence
Dunker, Fabian - 2015
In econometrics some nonparametric instrumental regression models and nonparametric demand models with endogeneity lead to nonlinear integral equations with unknown integral kernels. We prove convergence rates of the risk for the iteratively regularized Newton method applied to these problems....
Persistent link: https://www.econbiz.de/10011392754
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Semiparametric estimation of quantile treatment effects with endogeneity
Wüthrich, Kaspar - 2015
This paper studies estimation of conditional and unconditional quantile treatment effects based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006). I introduce a class of semiparametric plug-in estimators based on closed form solutions...
Persistent link: https://www.econbiz.de/10011297659
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Local quantile treatment effects
Melly, Blaise; Wüthrich, Kaspar - 2016
identification through a monotonicity assumption in the treatment choice equation. We discuss the key conditions, the role of control …
Persistent link: https://www.econbiz.de/10011442004
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A comparison of two qantile models with endogeneity
Wüthrich, Kaspar - 2014
This paper analyzes estimators based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006) under the local quantile treatment effects (LQTE) framework (Abadie et al., 2002). I show that the quantile treatment effect (QTE) estimators in the IVQR...
Persistent link: https://www.econbiz.de/10010437770
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The identification power of smoothness assumptions in models with counterfactual outcomes
Kim, Wooyoung; Kwon, Koohyun; Kwon, Soonwoo; Lee, Sokbae - 2014
average counterfactual outcomes are bounded under different treatments. We obtain a set of new partial identification results … the existing literature using our identification results and illustrate its usefulness by applying one of our … identification results to the Job Corps Study dataset. Our empirical results show that there is strong evidence of the gender and …
Persistent link: https://www.econbiz.de/10010336471
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On the identification of structural linear functionals
Escanciano, Juan Carlos; Li, Wei - 2013
regression. Some examples illustrate the wide applicability and utility of our identification result, including bounds and a new … identification condition for point-evaluation functionals. The main ideas are illustrated with an empirical application of the effect …
Persistent link: https://www.econbiz.de/10010188249
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Doubly robust estimation of local average treatment effects using inverse probability weighted regression adjustment
Słoczyński, Tymon; Uysal, Selver Derya; Wooldridge, … - 2022
We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably exogenous or to improve precision. Unlike previous...
Persistent link: https://www.econbiz.de/10013457343
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Doubly robust estimation of local average treatment effects using inverse probability weighted regression adjustment
Słoczyński, Tymon; Uysal, Selver Derya; Wooldridge, … - 2022
We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably exogenous or to improve precision. Unlike previous...
Persistent link: https://www.econbiz.de/10013459560