Identification of Marginal Effects in Nonseparable Models Without Monotonicity

From MaRDI portal
Revision as of 03:21, 9 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5441833

DOI10.1111/j.1468-0262.2007.00801.xzbMath1133.91052OpenAlexW2112999503MaRDI QIDQ5441833

Enno Mammen, Stefan Holderlein

Publication date: 15 February 2008

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1468-0262.2007.00801.x




Related Items (40)

Testing for monotonicity in unobservables under unconfoundednessREGRESSOR DIMENSION REDUCTION WITH ECONOMIC CONSTRAINTS: THE EXAMPLE OF DEMAND SYSTEMS WITH MANY GOODSNonparametric estimation of distributional policy effectsTESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENTWHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?Identification and Identification Failure for Treatment Effects Using Structural SystemsNONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVEThe triangular model with random coefficientsTesting a conditional form of exogeneityUNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTIONIdentification of unconditional partial effects in nonseparable modelsPeer effects and endogenous social interactionsNonparametric errors in variables models with measurement errors on both sides of the equationTesting multivariate economic restrictions using quantiles: the example of Slutsky negative semidefinitenessLOCAL PARTITIONED QUANTILE REGRESSIONNonseparable sample selection models with censored selection rulesHeterogeneity of consumption responses to income shocks in the presence of nonlinear persistenceSPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSIONIdentification of unobserved distribution factors and preferences in the collective household modelGRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATABounding quantile demand functions using revealed preference inequalitiesSpecification testing for transformation models with an application to generalized accelerated failure-time modelsDEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATIONNonparametric identification in nonseparable panel data models with generalized fixed effectsNonseparable multinomial choice models in cross-section and panel dataANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLYNonparametric identification in panels using quantilesPARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTSStructural measurement errors in nonseparable modelsLocal indirect least squares and average marginal effects in nonseparable structural systemsIdentification of nonparametric monotonic regression models with continuous nonclassical measurement errorsEditorial: Introduction to the annals issue in honor of Gary ChamberlainWho wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wagesNon-separable models with high-dimensional dataA note on the robustness of quantile treatment effect estimandsEstimation of nonseparable models with censored dependent variables and endogenous regressorsSemiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errorsTesting Additive Separability of Error Term in Nonparametric Structural ModelsNONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTSInstrumental variables: an econometrician's perspective







This page was built for publication: Identification of Marginal Effects in Nonseparable Models Without Monotonicity