Identification of average marginal effects under misspecification when covariates are normal

DOI10.1080/07474938.2017.1308091MaRDI QIDQ5860922zbMATH OpenOpenAlexFDO

Authors José Ignacio Cuesta, J. M. Davis, Andrew Gianou, Alejandro Hoyos

Publication date 4 March 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2017.1308091

zbMATH Keywords

identificationmarginal effectsmisspecification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• Identification and estimation of triangular simultaneous equations models without additivity
• Instrumental Variable Estimation of Nonparametric Models
• Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Stein's lemma for elliptical random vectors
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
• Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity

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