Estimating a class of triangular simultaneous equations models without exclusion restrictions

DOI10.1016/j.jeconom.2009.05.005zbMath1431.62640MaRDI QIDQ2630158

Francis Vella, Roger W. Klein

Publication date: 25 July 2016

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

Full work available at URL: http://hdl.handle.net/10419/33989

zbMATH Keywords

identification; heteroscedasticity; triangular semiparametric models

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62G05: Nonparametric estimation

Related Items

Semiparametric Causal Mediation Analysis with Unmeasured Mediator-Outcome Confounding, Identification of Time-Varying Factor Models, Identification of a Triangular Two Equation System Without Instruments, Testing and relaxing the exclusion restriction in the control function approach, On identifying structural VAR models via ARCH effects, Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case, Bayesian endogeneity bias modeling, Estimating endogenous ordered response panel data models with an application to income gradient in child health, Inference in partially identified heteroskedastic simultaneous equations models, Identification of additive and polynomial models of mismeasured regressors without instruments

Cites Work

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