Identification and estimation of triangular simultaneous equations models without additivity
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Cited in
(only showing first 100 items - show all)- Nonparametric IV estimation of local average treatment effects with covariates
- Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
- A quantile correlated random coefficients panel data model
- A closed-form estimator for quantile treatment effects with endogeneity
- Nonseparable multinomial choice models in cross-section and panel data
- Three-stage semi-parametric inference: control variables and differentiability
- Applied welfare analysis for discrete choice with interval-data on income
- Heterogeneous endogeneity
- Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
- Estimating production functions with robustness against errors in the proxy variables
- The identification region of the potential outcome distributions under instrument independence
- Partial distributional policy effects under endogeneity
- Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms
- Non-separable models with high-dimensional data
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
- Tightening bounds in triangular systems
- Quantile regression with censoring and endogeneity
- Identification and estimation in a correlated random coefficients binary response model
- Minimum distance from independence estimation of nonseparable instrumental variables models
- Identification of additive and polynomial models of mismeasured regressors without instruments
- Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
- The triangular model with random coefficients
- Testing for separability in structural equations
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
- Nonparametric identification in panels using quantiles
- Instrumental variables: an econometrician's perspective
- Excess heterogeneity, endogeneity and index restrictions
- Semiparametric estimation of binary response models with endogenous regressors
- Estimating a class of triangular simultaneous equations models without exclusion restrictions
- Nonparametric estimation of distributional policy effects
- Nonparametric instrumental variables estimation for efficiency frontier
- Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
- Varying random coefficient models
- Control variables, discrete instruments, and identification of structural functions
- Latent complementarity in bundles models
- A random attention and utility model
- Relaxing conditional independence in an endogenous binary response model
- Maximum likelihood estimation of stochastic frontier models with endogeneity
- Quantile regression with censoring and sample selection
- Identification of unobserved distribution factors and preferences in the collective household model
- Quantile regression methods for recursive structural equation models
- Semiparametric estimation of partially linear transformation models under conditional quantile restriction
- Instrumental variable estimation of nonseparable models
- A discontinuity test for identification in triangular nonseparable models
- Testing for monotonicity in unobservables under unconfoundedness
- Semiparametric structural models of binary response: shape restrictions and partial identification
- Estimation of binary choice models with linear index and dummy endogenous variables
- Censored regression quantiles with endogenous regressors
- Endogeneity in quantile regression models: a control function approach
- Weak identification robust tests in an instrumental quantile model
- Local polynomial estimation of nonparametric simultaneous equations models
- Granger causality and structural causality in cross-section and panel data
- Increasing the price variation in a repeated cross section
- Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
- On the completeness condition in nonparametric instrumental problems
- Identification in triangular systems using control functions
- Tests for price endogeneity in differentiated product models
- Regressor dimension reduction with economic constraints: the example of demand systems with many goods
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments
- Testing for treatment dependence of effects of a continuous treatment
- What do quantile regressions identify for general structural functions?
- Identification and estimation of local average derivatives in non-separable models without monotonicity
- Iterative algorithm for non parametric estimation of the instrumental variables quantiles
- Nonparametric regression with nonparametrically generated covariates
- On instrumental variables estimation of causal odds ratios
- The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Nonparametric two-step sieve M estimation and inference
- Control functions in nonseparable simultaneous equations models
- Specification testing in random coefficient models
- Estimation of a semiparametric transformation model in the presence of endogeneity
- Generated covariates in nonparametric estimation: a short review
- Bounding quantile demand functions using revealed preference inequalities
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- Instrumental variable estimators for binary outcomes
- Partial identification of nonseparable models using binary instruments
- Learning a high-dimensional linear structural equation model via _1-regularized regression
- An equation for the identification of average causal effect in nonlinear models
- Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors
- Treatment evaluation in the presence of sample selection
- A simple estimator for binary choice models with endogenous regressors
- Identification and identification failure for treatment effects using structural systems
- A control function approach to estimate panel data binary response model
- IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL
- Comment: The challenges of multiple causes
- Pairwise-difference estimation of incomplete information games
- Nonparametric identification in nonseparable panel data models with generalized fixed effects
- Asymptotics for panel quantile regression models with individual effects
- Tighter bounds in triangular systems
- Instrumental variable methods for recovering continuous linear functionals
- Identification and nonparametric estimation of a transformed additively separable model
- On using linear quantile regressions for causal inference
- Generalized jackknife estimators of weighted average derivatives
- Testing the homogeneous marginal utility of income assumption
- Estimation of nonseparable models with censored dependent variables and endogenous regressors
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