The triangular model with random coefficients

DOI10.1016/J.JECONOM.2017.05.018zbMATH Open1391.62058OpenAlexW3122215256MaRDI QIDQ2405910FDOQ2405910

Authors: Stefan Hoderlein, Hajo Holzmann, Alexander Meister 

Publication date: 28 September 2017

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

Full work available at URL: http://fmwww.bc.edu/EC-P/wp894.pdf

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zbMATH Keywords

characteristic functionendogeneityidentificationnonparametric estimationdemand analysisrandom coefficients

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to economics (62P20)

Cites Work

• Asymptotic Statistics
• Multivariate regression models for panel data
• Efficiency Bounds for Semiparametric Regression
• Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
• Identification and estimation of triangular simultaneous equations models without additivity
• Identification in Nonseparable Models
• Identification and estimation of average partial effects in ``irregular correlated random coefficient panel data models
• Identifying Distributional Characteristics in Random Coefficients Panel Data Models
• Identification of Marginal Effects in Nonseparable Models Without Monotonicity
• Identification in triangular systems using control functions
• Bounding quantile demand functions using revealed preference inequalities
• How many consumers are rational?
• On two stage least squares estimation of the average treatment effect in a random coefficient model
• Local structural quantile effects in a model with a nonseparable control variable
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
• Estimating coefficient distributions in random coefficient regressions
• Some asymptotics for multimodality tests based on kernel density estimates
• Nonparametric estimation in random coefficients binary choice models
• Analyzing the random coefficient model nonparametrically
• On nonparametric estimation of intercept and slope distributions in random coefficient regression
• Identification and estimation in a correlated random coefficients binary response model
• Individual heterogeneity and average welfare
• Generalized Instrumental Variable Models

Cited In (12)

• An instrumental variable random-coefficients model for binary outcomes
• Tests for qualitative features in the random coefficients model
• Identification and estimation in a linear correlated random coefficients model with censoring
• Rate-optimal nonparametric estimation for random coefficient regression models
• Identification and estimation of triangular models with a binary treatment
• Varying random coefficient models
• Irregular identification of structural models with nonparametric unobserved heterogeneity
• Testing and relaxing the exclusion restriction in the control function approach
• Specification testing in random coefficient models
• Random coefficients on endogenous variables in simultaneous equations models
• Adaptive estimation in the linear random coefficients model when regressors have limited variation
• Nonparametric identification of the distribution of random coefficients in binary response static games of complete information

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