, such as a regression function, and treating it as a conditional expectation is central to its identification and estimation … identification related properties of this model when the unknown function mu* belongs to a linear space. We also investigate … underidentification of mu* along with the identification of its linear functionals. Several examples are provided in order to develop …

Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and …

, distributed lags and vector autoregressions (VAR), quasi-experiments, and identification by heteroskedasticity (IH). Ultimately …

identification. We show that by carefully specifying the structural equations and by extending the standard notion of instrumental … governing the unobservables, as these play a crucial role in creating obstacles or opportunities for identification. Because our … results exhaust the possibilities for identification, we ensure that there are no other opportunities for identification based …

nonparametric identification of exogenous impact functions under quantile independence conditions. It is shown that, when valid …