Showing 1 - 10 of 24
This paper develops characterizations of identified sets of structures and structural features for complete and incomplete models involving continuous and/or discrete variables. Multiple values of unobserved variables can be associated with particular combinations of observed variables. This can...
Persistent link: https://www.econbiz.de/10011343000
In this paper we study a random coefficient model for a binary outcome. We allow for the possibility that some or even all of the regressors are arbitrarily correlated with the random coefficients, thus permitting endogeneity. We assume the existence of observed instrumental variables Z that are...
Persistent link: https://www.econbiz.de/10009667991
The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper we extend the application of instrumental variable (IV) methods to a wide class of problems in which multiple values of unobservable variables can be...
Persistent link: https://www.econbiz.de/10010233585
The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper we extend the application of instrumental variable (IV) models to a wide class of problems in which multiple values of unobservable variables can be...
Persistent link: https://www.econbiz.de/10009788446
Persistent link: https://www.econbiz.de/10010126207
This paper develops characterizations of identified sets of structures and structural features for complete and incomplete models involving continuous or discrete variables. Multiple values of unobserved variables can be associated with particular combinations of observed variables. This can...
Persistent link: https://www.econbiz.de/10011525866
This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable restrictions. Tobit-type left censoring at zero is the primary focus in the exposition. The models studied here are unrestrictive relative to others widely used in...
Persistent link: https://www.econbiz.de/10012581449
Persistent link: https://www.econbiz.de/10012392210
Persistent link: https://www.econbiz.de/10011778835
This paper studies identification in multiple discrete choice models in which there may be endogenous explanatory variables, that is, explanatory variables that are not restricted to be distributed independently of the unobserved determinants of latent utilities. The model does not employ large...
Persistent link: https://www.econbiz.de/10011757046