Nonseparable models do not impose any type of additivity between the unobserved part and the observable regressors, and are therefore ideal for many economic applications. To identify these models using the entire joint distribution of the data as summarized in regression quantiles, monotonicity in unobservables has frequently been assumed. This paper establishes that in the absence of monotonicity, the quantiles identify local average structural derivatives of nonseparable models. Copyright The Econometric Society 2007.
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Article provided by Econometric Society in its journal Econometrica.
Volume (Year): 75 (2007) Issue (Month): 5 (09) Pages: 1513-1518 Download reference. The following formats are available: HTML,
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