Identification of a nonseparable model under endogeneity using binary proxies for unobserved heterogeneity

DOI10.3982/QE674MaRDI QIDQ5208565zbMATH OpenOpenAlexWikidataFDO

Authors Benjamin Williams

Publication date 8 January 2020

Published in Quantitative Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/qe674

zbMATH Keywords

instrumental variablemeasurement errorunobserved heterogeneitylatent variablebinarynonseparable modelnonparametric estimators

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to economics (62P20) Generalized linear models (logistic models) (62J12)

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(3)

• Counterfactual mapping and individual treatment effects in nonseparable models with binary endogeneity
• Partial identification of nonseparable models using binary instruments
• Identification of multiple equation probit models with endogenous dummy regressors

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