Identification and estimation of local average derivatives in non-separable models without monotonicity
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Publication:3566435
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Cites work
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- Identification in Nonseparable Models
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Cited in
(22)- Testing for monotonicity in unobservables under unconfoundedness
- Local indirect least squares and average marginal effects in nonseparable structural systems
- Estimating the persistence and the autocorrelation function of a time series that is measured with error
- Identification of Marginal Effects in Nonseparable Models Without Monotonicity
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Expansion for moments of regression quantiles with applications to nonparametric testing
- Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
- Bounding quantile demand functions using revealed preference inequalities
- Conditional quantile processes based on series or many regressors
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
- Nonparametric weighted average quantile derivative
- Identification of unobserved distribution factors and preferences in the collective household model
- Testing for treatment dependence of effects of a continuous treatment
- Semiparametric estimation of panel data models without monotonicity or separability
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
- Granger causality and structural causality in cross-section and panel data
- Testing for separability in structural equations
- Partial identification of nonseparable models using binary instruments
- Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages
- Estimating derivatives in nonseparable models with limited dependent variables
- Identification in Nonseparable Models
- Testing identifying assumptions in nonseparable panel data models
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