Set identification and sensitivity analysis with Tobin regressors

DOI10.3982/QE1zbMATH Open1205.62194OpenAlexW1495757909MaRDI QIDQ3072525FDOQ3072525

Roberto Rigobon, Thomas M. Stoker, Victor Chernozhukov

Publication date: 4 February 2011

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe1

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zbMATH Keywords

sample selectionpartial identificationendogenous censoring

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Nonparametric tolerance and confidence regions (62G15) Statistical methods; economic indices and measures (91B82)

Cited In (5)

• Set identification in models with multiple equilibria
• Debiased machine learning of set-identified linear models
• Measurement Error Without the Proxy Exclusion Restriction
• Nonparametric Gini-Frisch bounds
• Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt

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