Identification of Marginal Effects in Nonseparable Models Without Monotonicity

From MaRDI portal
Publication:5441833


DOI10.1111/j.1468-0262.2007.00801.xzbMath1133.91052MaRDI QIDQ5441833

Enno Mammen, Stefan Holderlein

Publication date: 15 February 2008

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1468-0262.2007.00801.x


91B70: Stochastic models in economics

91B82: Statistical methods; economic indices and measures


Related Items

SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION, LOCAL PARTITIONED QUANTILE REGRESSION, Instrumental variables: an econometrician's perspective, Testing for monotonicity in unobservables under unconfoundedness, Bounding quantile demand functions using revealed preference inequalities, Specification testing for transformation models with an application to generalized accelerated failure-time models, Nonparametric identification in nonseparable panel data models with generalized fixed effects, Testing a conditional form of exogeneity, Identification of unconditional partial effects in nonseparable models, Structural measurement errors in nonseparable models, Local indirect least squares and average marginal effects in nonseparable structural systems, 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, Nonseparable multinomial choice models in cross-section and panel data, Non-separable models with high-dimensional data, A note on the robustness of quantile treatment effect estimands, Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors, The triangular model with random coefficients, Nonparametric identification in panels using quantiles, Nonparametric estimation of distributional policy effects, GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA, DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION, REGRESSOR DIMENSION REDUCTION WITH ECONOMIC CONSTRAINTS: THE EXAMPLE OF DEMAND SYSTEMS WITH MANY GOODS, UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION, TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT, WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?, ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY