A discontinuity test for identification in triangular nonseparable models

DOI10.1016/J.JECONOM.2016.01.007MaRDI QIDQ284307zbMATHOpenAlexFDO

Authors Carolina Caetano, Christoph Rothe, Neşe Yildiz

Publication date 18 May 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2016.01.007

zbMATH Keywords

nonparametric identificationcontrol variableinstrument validitynonseparable modeltriangular systems

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
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• Identification in Nonseparable Models
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• Identification of nonseparable models using instruments with small support
• Identification of nonseparable triangular models with discrete instruments
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• Instrumental variable estimation of nonseparable models
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• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Non-parametric estimation of the residual distribution
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• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Nonparametric instrumental regression
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• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Semiparametric estimation of binary response models with endogenous regressors
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Cited in

(10)

• Identification and estimation of triangular simultaneous equations models without additivity
• Identification and estimation of triangular models with a binary treatment
• scientific article; zbMATH DE number 4039095 (Why is no real title available?)
• Identification of nonseparable triangular models with discrete instruments
• Identification in triangular systems using control functions
• Nonseparable sample selection models with censored selection rules
• Testing and relaxing the exclusion restriction in the control function approach
• A test of the selection on observables assumption using a discontinuously distributed covariate
• Testing for separability in structural equations
• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables

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