Estimating a class of triangular simultaneous equations models without exclusion restrictions
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Publication:2630158
DOI10.1016/j.jeconom.2009.05.005zbMath1431.62640MaRDI QIDQ2630158
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
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
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