Dummy Endogenous Variables in Weakly Separable Models
AbstractIn this paper, we consider the nonparametric identification and estimation of the average effect of a dummy endogenous regressor in models where the regressors are weakly but not additively separable from the error term. The model is not required to be strictly increasing in the error term, and the class of models considered includes limited dependent variable models such as discrete choice models. Conditions are established conditions under which it is possible to identify the average effect of the dummy endogenous regressor in a weakly separable model without relying on parametric functional form or distributional assumptions and without the use of large support conditions. Copyright The Econometric Society 2007.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 75 (2007)
Issue (Month): 3 (05)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Yingying Dong & Arthur Lewbel, 2004.
"A Simple Estimator for Binary Choice Models with Endogenous Regressors,"
Boston College Working Papers in Economics
604, Boston College Department of Economics, revised 15 Jun 2012.
- Yingying Dong & Arthur Lewbel, 2012. "A Simple Estimator for Binary Choice Models With Endogenous Regressors," Boston College Working Papers in Economics 807, Boston College Department of Economics.
- Pedro Carneiro & Sokbae 'Simon' Lee, 2009.
"Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality,"
CeMMAP working papers
CWP01/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Carneiro, Pedro & Lee, Sokbae, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," Journal of Econometrics, Elsevier, vol. 149(2), pages 191-208, April.
- Andrew Chesher, 2011.
"Semiparametric structural models of binary response: shape restrictions and partial identification,"
CeMMAP working papers
CWP31/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, Andrew, 2013. "Semiparametric Structural Models Of Binary Response: Shape Restrictions And Partial Identification," Econometric Theory, Cambridge University Press, vol. 29(02), pages 231-266, April.
- Aradillas-Lopez, Andres, 2010. "Semiparametric estimation of a simultaneous game with incomplete information," Journal of Econometrics, Elsevier, vol. 157(2), pages 409-431, August.
- Koen Jochmans, 2011. "Identification in Bivariate binary-choice Models with elliptical innovations," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
- Arthur Lewbel, 2012. "An Overview of the Special Regressor Method," Boston College Working Papers in Economics 810, Boston College Department of Economics.
- Roger Klein & Chan Shen & Francis Vella, 2011.
"Semiparametric selection models with binary outcomes,"
CeMMAP working papers
CWP30/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Klein, Roger & Shen, Chan & Vella, Francis, 2011. "Semiparametric Selection Models with Binary Outcomes," IZA Discussion Papers 6008, Institute for the Study of Labor (IZA).
- Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University.
- repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09ij4oogc0g is not listed on IDEAS
- Jinhyun Lee, . "Sharp Bounds on Heterogeneous Individual Treatment Responses," Discussion Paper Series, Department of Economics 201310, Department of Economics, University of St. Andrews.
- Stefan Hoderlein & Robert Sherman, 2012.
"Identification and estimation in a correlated random coefficients binary response model,"
CeMMAP working papers
CWP42/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Hoderlein & Robert Sherman, 2012. "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics 837, Boston College Department of Economics.
- Bhattacharya, Jay & Shaikh, Azeem M. & Vytlacil, Edward, 2012.
"Treatment effect bounds: An application to Swan–Ganz catheterization,"
Journal of Econometrics,
Elsevier, vol. 168(2), pages 223-243.
- Jay Bhattacharya & Azeem Shaikh & Edward Vytlacil, 2005. "Treatment Effect Bounds: An Application to Swan-Ganz Catheterization," NBER Working Papers 11263, National Bureau of Economic Research, Inc.
- Steven T. Berry & Philip A. Haile, 2009. "Identification of a Heterogeneous Generalized Regression Model with Group Effects," Cowles Foundation Discussion Papers 1732, Cowles Foundation for Research in Economics, Yale University.
- Yingying Dong & Arthur Lewbel, 2012. "Simple Estimators for Binary Choice Models with Endogenous Regressors," Working Papers 111204, University of California-Irvine, Department of Economics.
- Ismael MOURIFIÃ‰, 2013. "Sharp Bounds On Treatment Effects In A Binary Triangular System," Working Papers tecipa-498, University of Toronto, Department of Economics.
- Jun, Sung Jae & Pinkse, Joris & Xu, Haiqing, 2011. "Tighter bounds in triangular systems," Journal of Econometrics, Elsevier, vol. 161(2), pages 122-128, April.
- Yingying Dong & Arthur Lewbel & Thomas Tao Yang, 2012. "Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors," Boston College Working Papers in Economics 789, Boston College Department of Economics, revised 15 May 2012.
- Chiburis, Richard C., 2010. "Semiparametric bounds on treatment effects," Journal of Econometrics, Elsevier, vol. 159(2), pages 267-275, December.
- Arthur Lewbel & Yingying Dong & Thomas Tao Yang, 2012. "Viewpoint: Comparing features of convenient estimators for binary choice models with endogenous regressors," Canadian Journal of Economics, Canadian Economics Association, vol. 45(3), pages 809-829, August.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.