A condition for the identification of multivariate models with binary instruments

DOI10.1016/J.JECONOM.2022.04.003MaRDI QIDQ6163277zbMATH OpenOpenAlexFDO

Authors Florian F. Gunsilius

Publication date 9 June 2023

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2022.04.003

zbMATH Keywords

cyclic monotonicityfixed set iterationinstrumental variablenonseparable modeloptimal transportation

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Recommendations

• Partial identification of nonseparable models using binary instruments
• Conditions for Identification in Nonparametric and Parametric Models
• Analysis of the binary instrumental variable model
• Instrumental variable estimators for binary outcomes
• An instrumental variable random-coefficients model for binary outcomes
• Instrumental variable estimation in the presence of many moment conditions
• Likelihood analysis of the binary instrumental variable model
• Instrument assisted regression for errors in variables models with binary response
• A generalised instrumental variable estimator for multivariable errors-in-variables identification problems

Cites work

• A class of bivariate distributions including the bivariate logistic
• A necessary and sufficient condition for rationalizability in a quasilinear context
• A Nonparametric Test of the Life-Cycle Rational Expections Hypothesis
• A note on convergence of level sets
• Conditioning as disintegration
• Entry, Exit, and firm Dynamics in Long Run Equilibrium
• Erratum Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment
• Estimating semi-parametric panel multinomial choice models using cyclic monotonicity
• Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
• scientific article; zbMATH DE number 3965301 (Why is no real title available?)
• scientific article; zbMATH DE number 3562121 (Why is no real title available?)
• scientific article; zbMATH DE number 1266748 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• scientific article; zbMATH DE number 3221041 (Why is no real title available?)
• Identification and estimation of triangular simultaneous equations models without additivity
• Identification of nonseparable models using instruments with small support
• Identification of nonseparable triangular models with discrete instruments
• Inference on breakdown frontiers
• Infinite dimensional analysis. A hitchhiker's guide.
• Instrumental variables with unrestricted heterogeneity and continuous treatment
• Measure theory. Vol. I and II
• Microeconomic theory
• Monge-Kantorovich depth, quantiles, ranks and signs
• Multi-to one-dimensional optimal transport
• Multidimensional divide-and-conquer
• Nonparametric Estimation of Nonadditive Random Functions
• Optimal transportation between unequal dimensions
• Polar factorization and monotone rearrangement of vector‐valued functions
• Proximité et dualité dans un espace hilbertien
• The Construction of Utility Functions from Expenditure Data
• The Nonparametric Approach to Demand Analysis
• Uniform Convergence in Probability and Stochastic Equicontinuity
• Weak convergence and empirical processes. With applications to statistics

Cited in

(3)

• Nonparametric identification and estimation with discrete instruments and regressors
• Identification of random coefficient latent utility models
• Maximum likelihood LM identification based on particle filtering for scarce measurement-data MIMO Hammerstein Box-Jenkins systems

This page was built for publication: A condition for the identification of multivariate models with binary instruments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6163277)