A discontinuity test for identification in triangular nonseparable models

DOI10.1016/J.JECONOM.2016.01.007zbMATH Open1420.62478OpenAlexW2281039057MaRDI QIDQ284307FDOQ284307

Authors: Carolina Caetano, Christoph Rothe, Neşe Yildiz 

Publication date: 18 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.01.007

Recommendations

• Identification of nonseparable triangular models with discrete instruments
• Identification and estimation of triangular simultaneous equations models without additivity
• Identification in triangular systems using control functions
• Identification of unconditional partial effects in nonseparable models
• Identification of nonseparable models using instruments with small support

zbMATH Keywords

nonparametric identificationcontrol variableinstrument validitynonseparable modeltriangular systems

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

Cites Work

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Cited In (10)

• Identification and estimation of triangular simultaneous equations models without additivity
• Title not available (Why is that?)
• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
• Identification and estimation of triangular models with a binary treatment
• Identification in triangular systems using control functions
• Identification of nonseparable triangular models with discrete instruments
• Nonseparable sample selection models with censored selection rules
• Testing and relaxing the exclusion restriction in the control function approach
• Testing for separability in structural equations
• A test of the selection on observables assumption using a discontinuously distributed covariate

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