Testing for monotonicity in unobservables under unconfoundedness

DOI10.1016/j.jeconom.2016.02.015zbMath1420.62198OpenAlexW2101296780MaRDI QIDQ284318

Liangjun Su, Stefan Hoderlein, Thomas Tao Yang, Halbert White

Publication date: 18 May 2016

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

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1785

zbMATH Keywords

monotonicityunobserved heterogeneitynonparametricsspecification testendogenous variablesconditional exogeneitycontrol variablesnonseparable

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items

SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION, Specification testing for transformation models with an application to generalized accelerated failure-time models, Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables, A test of the selection on observables assumption using a discontinuously distributed covariate, Non-separable models with high-dimensional data

Cites Work

• Unnamed Item
• Unnamed Item
• Nonparametric regression with nonparametrically generated covariates
• Bounding quantile demand functions using revealed preference inequalities
• Specification testing for transformation models with an application to generalized accelerated failure-time models
• Distribution-free tests of stochastic monotonicity
• Testing a conditional form of exogeneity
• How many consumers are rational?
• Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
• Testing conditional moment restrictions
• Weak convergence and empirical processes. With applications to statistics
• Nonparametric identification and estimation of transformation models
• Testing strict monotonicity in nonparametric regression
• Testing for separability in structural equations
• Testing conditional independence via empirical likelihood
• A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
• A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE
• IDENTIFICATION IN TRIANGULAR SYSTEMS USING CONTROL FUNCTIONS
• Simulation-Based Tests that Can Use Any Number of Simulations
• Identification and estimation of local average derivatives in non-separable models without monotonicity
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
• Conditions for Identification in Nonparametric and Parametric Models
• Strong Uniform Convergence Rates for Some Robust Equivariant Nonparametric Regression Estimates for Mixing Processes
• Identification and Estimation of Local Average Treatment Effects
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Identification of Nonseparable Triangular Models With Discrete Instruments
• A Test for Instrument Validity
• Measuring the price responsiveness of gasoline demand: Economic shape restrictions and nonparametric demand estimation
• REGRESSION QUANTILES FOR TIME SERIES
• Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
• Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
• Identification of Marginal Effects in Nonseparable Models Without Monotonicity
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Nonparametric Estimation of Nonadditive Random Functions
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• The Dynamics of Productivity in the Telecommunications Equipment Industry