Partial identification of finite mixtures in econometric models
From MaRDI portal
Publication:4559912
DOI10.3982/QE170zbMath1408.62191OpenAlexW2317002905MaRDI QIDQ4559912
Yuichi Kitamura, Bernard Salanié, Marc Henry
Publication date: 4 December 2018
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/qe170
Applications of statistics to economics (62P20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
Related Items
Nonparametric estimation in case of endogenous selection ⋮ Identifying Latent Structures in Restricted Latent Class Models ⋮ Rationalization and identification of binary games with correlated types ⋮ INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS ⋮ Mixtures of regressions with changepoints ⋮ Identification of mixtures of dynamic discrete choices ⋮ Identification and estimation of sequential games of incomplete information with multiple equilibria ⋮ Identifying treatment effects in the presence of confounded types ⋮ Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari ⋮ SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS ⋮ Heterogeneous treatment effects with mismeasured endogenous treatment ⋮ Identification of mixture models using support variations ⋮ Nonparametric finite translation hidden Markov models and extensions ⋮ Estimating unobserved individual heterogeneity using pairwise comparisons ⋮ INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION ⋮ Identification and estimation of average causal effects when treatment status is ignorable within unobserved strata