Tighter bounds in triangular systems
From MaRDI portal
Publication:530590
DOI10.1016/j.jeconom.2010.11.015zbMath1441.62760OpenAlexW2080495825MaRDI QIDQ530590
Haiqing Xu, Joris Pinkse, Sung Jae Jun
Publication date: 10 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.11.015
instrumental variablespartial identificationcontrol variablesweak monotonicitynonparametric triangular systemsrank conditions
Related Items (8)
Rationalization and identification of binary games with correlated types ⋮ Inference on individual treatment effects in nonseparable triangular models ⋮ Identification and estimation of triangular models with a binary treatment ⋮ Multiple treatments with strategic substitutes ⋮ Matching points: supplementing instruments with covariates in triangular models ⋮ Partial identification by extending subdistributions ⋮ Sharp bounds on treatment effects in a binary triangular system ⋮ Tightening bounds in triangular systems
Cites Work
- Unnamed Item
- Quantile regression methods for recursive structural equation models
- Local structural quantile effects in a model with a nonseparable control variable
- Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
- Nonparametric two-step regression estimation when regressors and error are dependent
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Nonparametric Identification under Discrete Variation
- Dummy Endogenous Variables in Weakly Separable Models
- Identification in Nonseparable Models
- Inference on Regressions with Interval Data on a Regressor or Outcome
This page was built for publication: Tighter bounds in triangular systems