A discontinuity test for identification in triangular nonseparable models

DOI10.1016/J.JECONOM.2016.01.007MaRDI QIDQ284307zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

nonparametric identificationcontrol variableinstrument validitynonseparable modeltriangular systems

Mathematics Subject Classification ID

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

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Cites work

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• Identification in Nonseparable Models
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• Identification of nonseparable models using instruments with small support
• Identification of nonseparable triangular models with discrete instruments
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• Instrumental variable estimation of nonseparable models
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• Non-parametric estimation of the residual distribution
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Cited in

(10)

• Identification and estimation of triangular simultaneous equations models without additivity
• Identification and estimation of triangular models with a binary treatment
• scientific article; zbMATH DE number 4039095 (Why is no real title available?)
• Identification of nonseparable triangular models with discrete instruments
• Identification in triangular systems using control functions
• Nonseparable sample selection models with censored selection rules
• Testing and relaxing the exclusion restriction in the control function approach
• A test of the selection on observables assumption using a discontinuously distributed covariate
• Testing for separability in structural equations
• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables

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