Control functions in nonseparable simultaneous equations models
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Publication:4586291
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Cites work
- scientific article; zbMATH DE number 3992746 (Why is no real title available?)
- An IV Model of Quantile Treatment Effects
- Conditions for Identification in Nonparametric and Parametric Models
- Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
- Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
- Dummy Endogenous Variables in a Simultaneous Equation System
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Endogeneity in Semiparametric Binary Response Models
- Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
- Identification and estimation of triangular simultaneous equations models without additivity
- Identification in Nonparametric Simultaneous Equations Models
- Identification in Nonseparable Models
- Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
- Identification in triangular systems using control functions
- Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
- Instrumental Variable Estimation of Nonparametric Models
- Instrumental variable estimation of nonseparable models
- Iterative Estimation of a Set of Linear Regression Equations
- Local identification of nonparametric and semiparametric models
- Nonparametric Estimation of Nonadditive Random Functions
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models
- Nonparametric discrete choice models with unobserved heterogeneity
- Nonparametric instrumental regression
- Nonparametric methods for inference in the presence of instrumental variables
- On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on Brown (1983) and Roehrig (1988)
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- The Jacobian matrix and global univalence of mappings
Cited in
(11)- Estimating a class of triangular simultaneous equations models without exclusion restrictions
- Identification and estimation of triangular simultaneous equations models without additivity
- A control function approach to estimate panel data binary response model
- Control variables, discrete instruments, and identification of structural functions
- Pairwise-comparison estimation with non-parametric controls
- On independence conditions in nonseparable models: observable and unobservable instruments
- Identification of unobserved distribution factors and preferences in the collective household model
- Testing for monotonicity under endogeneity: an application to the reservation wage function
- Quantile regression with censoring and endogeneity
- A control function approach to estimating dynamic probit models with endogenous regressors
- Control by coefficients in the Elrod-Adams model
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