Identification and estimation of local average derivatives in non-separable models without monotonicity
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Publication:3566435
DOI10.1111/J.1368-423X.2008.00273.XzbMATH Open1190.62199MaRDI QIDQ3566435FDOQ3566435
Authors: Stefan Hoderlein, Enno Mammen 
Publication date: 8 June 2010
Published in: Econometrics Journal (Search for Journal in Brave)
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Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
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- Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function
- How many consumers are rational?
- Nonparametric methods for inference in the presence of instrumental variables
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- Local Partitioned Regression
Cited In (22)
- Testing for monotonicity in unobservables under unconfoundedness
- Estimating the persistence and the autocorrelation function of a time series that is measured with error
- Local indirect least squares and average marginal effects in nonseparable structural systems
- Identification of Marginal Effects in Nonseparable Models Without Monotonicity
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
- Expansion for moments of regression quantiles with applications to nonparametric testing
- 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
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
- Semiparametric estimation of panel data models without monotonicity or separability
- Granger causality and structural causality in cross-section and panel data
- Partial identification of nonseparable models using binary instruments
- Testing for separability in structural equations
- Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages
- Identification in Nonseparable Models
- Estimating derivatives in nonseparable models with limited dependent variables
- Testing identifying assumptions in nonseparable panel data models
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