Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

From MaRDI portal
Publication:3653232

DOI10.3982/ECTA7108zbMath1182.62215MaRDI QIDQ3653232

Guido W. Imbens, Whitney K. Newey

Publication date: 21 December 2009

Published in: Econometrica (Search for Journal in Brave)




Related Items

ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE, Efficient estimation of a triangular system of equations for quantile regression, Identifying Effects of Multiple Treatments in the Presence of Unmeasured Confounding, Selection and the distribution of female real hourly wages in the United States, The influence function of semiparametric two-step estimators with estimated control variables, Regression Discontinuity Designs With a Continuous Treatment, Sieve BLP: a semi-nonparametric model of demand for differentiated products, Partial identification in nonseparable binary response models with endogenous regressors, Identifying causal effects in experiments with spillovers and non-compliance, Inference on individual treatment effects in nonseparable triangular models, Some identification results in a correlated random coefficients sample selection model, Policy evaluation during a pandemic, Testing rank similarity in the local average treatment effects model, TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA, Identification and estimation of triangular models with a binary treatment, Nonparametric difference-in-differences in repeated cross-sections with continuous treatments, A condition for the identification of multivariate models with binary instruments, Nonparametric Gini-Frisch bounds, Endogeneity in weakly separable models without monotonicity, Matching points: supplementing instruments with covariates in triangular models, Testing and relaxing the exclusion restriction in the control function approach, Nonseparable sample selection models with censored selection rules, Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence, Editorial: Whitney Newey's contributions to econometrics, Generalized Jackknife Estimators of Weighted Average Derivatives, On independence conditions in nonseparable models: observable and unobservable instruments, Comment: The Challenges of Multiple Causes, Testing the homogeneous marginal utility of income assumption, Estimation of nonseparable models with censored dependent variables and endogenous regressors, Identification of average marginal effects under misspecification when covariates are normal, Identification and estimation in a linear correlated random coefficients model with censoring, Quantile structural treatment effects: application to smoking wage penalty and its determinants, Box–Cox power transformation unconditional quantile regressions with an application on wage inequality, An IV estimator for a functional coefficient model with endogenous discrete treatments, Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data, A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings, Quantile regression methods for recursive structural equation models, Instrumental variable estimation of nonseparable models, A discontinuity test for identification in triangular nonseparable models, Testing for monotonicity in unobservables under unconfoundedness, Censored regression quantiles with endogenous regressors, Endogeneity in quantile regression models: a control function approach, Weak identification robust tests in an instrumental quantile model, Local polynomial estimation of nonparametric simultaneous equations models, REGRESSOR DIMENSION REDUCTION WITH ECONOMIC CONSTRAINTS: THE EXAMPLE OF DEMAND SYSTEMS WITH MANY GOODS, Increasing the price variation in a repeated cross section, Excess heterogeneity, endogeneity and index restrictions, 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, Semiparametric estimation of binary response models with endogenous regressors, Nonparametric estimation of distributional policy effects, TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT, WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?, Tests for price endogeneity in differentiated product models, Nonparametric instrumental variables estimation for efficiency frontier, Unobserved heterogeneity and endogeneity in nonparametric frontier estimation, NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE, An Equation for the Identification of Average Causal Effect in Nonlinear Models, Minimum distance from independence estimation of nonseparable instrumental variables models, Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables, Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors, A Simple Estimator for Binary Choice Models with Endogenous Regressors, Identification and Identification Failure for Treatment Effects Using Structural Systems, Varying random coefficient models, Control variables, discrete instruments, and identification of structural functions, Nonparametric identification of the distribution of random coefficients in binary response static games of complete information, The triangular model with random coefficients, Testing a conditional form of exogeneity, Estimating production functions with robustness against errors in the proxy variables, A control function approach to estimate panel data binary response model, Latent complementarity in bundles models, Control functions in nonseparable simultaneous equations models, UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION, Iterative algorithm for non parametric estimation of the instrumental variables quantiles, A random attention and utility model, Identification of unconditional partial effects in nonseparable models, IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL, Testing for monotonicity under endogeneity: an application to the reservation wage function, Relaxing conditional independence in an endogenous binary response model, Unnamed Item, Nonparametric errors in variables models with measurement errors on both sides of the equation, Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness, Maximum likelihood estimation of stochastic frontier models with endogeneity, Quantile regression with censoring and sample selection, Identification of unobserved distribution factors and preferences in the collective household model, Nonparametric regression with nonparametrically generated covariates, On instrumental variables estimation of causal odds ratios, GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA, Specification testing in random coefficient models, Bounding quantile demand functions using revealed preference inequalities, Testing for separability in structural equations, Specification testing for transformation models with an application to generalized accelerated failure-time models, ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY, Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments, Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables, The identification region of the potential outcome distributions under instrument independence, Instrumental Variable Estimators for Binary Outcomes, Generated Covariates in Nonparametric Estimation: A Short Review, Identification and estimation of local average derivatives in non-separable models without monotonicity, ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS, IDENTIFICATION IN TRIANGULAR SYSTEMS USING CONTROL FUNCTIONS, Pairwise-difference estimation of incomplete information games, Nonparametric identification in nonseparable panel data models with generalized fixed effects, Asymptotics for panel quantile regression models with individual effects, Tighter bounds in triangular systems, Instrumental variable methods for recovering continuous linear functionals, Identification and nonparametric estimation of a transformed additively separable model, A closed-form estimator for quantile treatment effects with endogeneity, Nonseparable multinomial choice models in cross-section and panel data, Three-stage semi-parametric inference: control variables and differentiability, Applied welfare analysis for discrete choice with interval-data on income, Treatment Evaluation in the Presence of Sample Selection, Nonparametric IV estimation of local average treatment effects with covariates, A quantile correlated random coefficients panel data model, Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing, Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression, SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR TRANSFORMATION MODELS UNDER CONDITIONAL QUANTILE RESTRICTION, Nonparametric identification in panels using quantiles, PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS, Structural measurement errors in nonseparable models, How many consumers are rational?, Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity, Economic juries and public project provision, Local indirect least squares and average marginal effects in nonseparable structural systems, Partial distributional policy effects under endogeneity, Heterogeneous endogeneity, Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages, SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION, ESTIMATION OF BINARY CHOICE MODELS WITH LINEAR INDEX AND DUMMY ENDOGENOUS VARIABLES, Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms, Non-separable models with high-dimensional data, Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors, Quantile regression with censoring and endogeneity, Instrumental variables: an econometrician's perspective, Identification and estimation in a correlated random coefficients binary response model