Identification and estimation of local average derivatives in non-separable models without monotonicity

DOI10.1111/j.1368-423X.2008.00273.xzbMath1190.62199MaRDI QIDQ3566435

Enno Mammen, Stefan Hoderlein

Publication date: 8 June 2010

Published in: Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

quantile regressionpartial identificationweak axiomnon-parametric IVnon-separable model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (17)

Testing for monotonicity in unobservables under unconfoundedness ⋮ TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT ⋮ NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION ⋮ Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness ⋮ TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA ⋮ Identification of unobserved distribution factors and preferences in the collective household model ⋮ GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA ⋮ Bounding quantile demand functions using revealed preference inequalities ⋮ Testing for separability in structural equations ⋮ Expansion for moments of regression quantiles with applications to nonparametric testing ⋮ Testing identifying assumptions in nonseparable panel data models ⋮ Semiparametric estimation of panel data models without monotonicity or separability ⋮ PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS ⋮ ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR ⋮ Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages ⋮ Conditional quantile processes based on series or many regressors

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