Identification and estimation of triangular simultaneous equations models without additivity
From MaRDI portal
Publication:3653232
Recommendations
- Estimating a class of triangular simultaneous equations models without exclusion restrictions
- A discontinuity test for identification in triangular nonseparable models
- Identification in triangular systems using control functions
- Control functions in nonseparable simultaneous equations models
- Semiparametric estimation of structural functions in nonseparable triangular models
Cited in
(only showing first 100 items - show all)- Sieve BLP: a semi-nonparametric model of demand for differentiated products
- Instrumental variable estimation of nonseparable models
- Testing for monotonicity in unobservables under unconfoundedness
- Testing rank similarity in the local average treatment effects model
- Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
- Local indirect least squares and average marginal effects in nonseparable structural systems
- Iterative algorithm for non parametric estimation of the instrumental variables quantiles
- IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL
- Generalized jackknife estimators of weighted average derivatives
- Estimating a class of triangular simultaneous equations models without exclusion restrictions
- On instrumental variables estimation of causal odds ratios
- Minimum distance from independence estimation of nonseparable instrumental variables models
- Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms
- Simple Estimators for Invertible Index Models
- What do quantile regressions identify for general structural functions?
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Identification and identification failure for treatment effects using structural systems
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
- Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
- On using linear quantile regressions for causal inference
- Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments
- A closed-form estimator for quantile treatment effects with endogeneity
- Applied welfare analysis for discrete choice with interval-data on income
- Nonseparable multinomial choice models in cross-section and panel data
- Three-stage semi-parametric inference: control variables and differentiability
- Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
- Quantile regression methods for recursive structural equation models
- A discontinuity test for identification in triangular nonseparable models
- Identification of average marginal effects under misspecification when covariates are normal
- Box–Cox power transformation unconditional quantile regressions with an application on wage inequality
- Quantile structural treatment effects: application to smoking wage penalty and its determinants
- An IV estimator for a functional coefficient model with endogenous discrete treatments
- Identification and estimation in a linear correlated random coefficients model with censoring
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
- Bounding quantile demand functions using revealed preference inequalities
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- Tightening bounds in triangular systems
- A Unified Framework for Specification Tests of Continuous Treatment Effect Models
- The identification region of the potential outcome distributions under instrument independence
- Censored regression quantiles with endogenous regressors
- Endogeneity in quantile regression models: a control function approach
- Nonparametric identification in panels using quantiles
- Comment: The challenges of multiple causes
- Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data
- An equation for the identification of average causal effect in nonlinear models
- Testing a conditional form of exogeneity
- Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
- Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
- Local polynomial estimation of nonparametric simultaneous equations models
- Weak identification robust tests in an instrumental quantile model
- Estimating production functions with robustness against errors in the proxy variables
- Non-separable models with high-dimensional data
- Excess heterogeneity, endogeneity and index restrictions
- Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors
- How many consumers are rational?
- A control function approach to estimate panel data binary response model
- Estimation of nonseparable models with censored dependent variables and endogenous regressors
- Increasing the price variation in a repeated cross section
- Control functions in nonseparable simultaneous equations models
- Identification and estimation of triangular models with a binary treatment
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
- Efficient estimation of a triangular system of equations for quantile regression
- Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure
- Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
- Control variables, discrete instruments, and identification of structural functions
- Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors
- A correlated random coefficient panel model with time-varying endogeneity
- Varying random coefficient models
- Policy evaluation during a pandemic
- Structural measurement errors in nonseparable models
- Economic juries and public project provision
- Instrumental variable methods for recovering continuous linear functionals
- On independence conditions in nonseparable models: observable and unobservable instruments
- Tests for price endogeneity in differentiated product models
- Semiparametric estimation of partially linear transformation models under conditional quantile restriction
- Regression Discontinuity Designs With a Continuous Treatment
- Identification of unconditional partial effects in nonseparable models
- scientific article; zbMATH DE number 7370619 (Why is no real title available?)
- Identification of unobserved distribution factors and preferences in the collective household model
- Testing for treatment dependence of effects of a continuous treatment
- Identification in triangular systems using control functions
- Endogeneity in weakly separable models without monotonicity
- Nonparametric Gini-Frisch bounds
- Matching points: supplementing instruments with covariates in triangular models
- A Comment on “Simple Estimators for Invertible Index Models”
- Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
- Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach
- Double Machine Learning for Sample Selection Models
- Identification and nonparametric estimation of a transformed additively separable model
- Testing for monotonicity under endogeneity: an application to the reservation wage function
- Nonparametric errors in variables models with measurement errors on both sides of the equation
- A quantile correlated random coefficients panel data model
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
- Editorial: Whitney Newey's contributions to econometrics
- Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
- Nonseparable sample selection models with censored selection rules
- Testing and relaxing the exclusion restriction in the control function approach
- Nonparametric Panel Estimation of Labor Supply
- Identifying causal effects in experiments with spillovers and non-compliance
This page was built for publication: Identification and estimation of triangular simultaneous equations models without additivity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3653232)
