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Nonparametric identification with discrete endogenous variables

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  • Andrew Chesher

    ()
    (Institute for Fiscal Studies and University College London)

Abstract

This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function which depends on a discrete endogenous variable and is nonseparable in a latent variate. The function may deliver values of a discrete or continuous outcome and instruments may be discrete valued. Application of the analog principle leads to quantile regression based interval estimators of values and partial differences of structural functions. The results are used to investigate the nonparametric identifying power of the quarter of birth instruments used by Angrist and Krueger (1991) in their study of the returns to schooling.

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File URL: http://cemmap.ifs.org.uk/wps/cwp0306.pdf
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Bibliographic Info

Paper provided by Centre for Microdata Methods and Practice, Institute for Fiscal Studies in its series CeMMAP working papers with number CWP06/03.

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Length: 40 pp.
Date of creation: Dec 2003
Date of revision:
Handle: RePEc:ifs:cemmap:06/03

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Postal: The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE
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  1. David Card, 2000. "Estimating the Return to Schooling: Progress on Some Persistent Econometric Problems," NBER Working Papers 7769, National Bureau of Economic Research, Inc.
  2. Barry R. Chiswick, 1974. "Income Inequality: Regional Analyses within a Human Capital Framework," NBER Books, National Bureau of Economic Research, Inc, number chis74-1, octubre-d.
  3. Khan, Shakeeb, 2001. "Two-stage rank estimation of quantile index models," Journal of Econometrics, Elsevier, vol. 100(2), pages 319-355, February.
  4. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
  5. Lee, Sokbae, 2003. "Efficient Semiparametric Estimation Of A Partially Linear Quantile Regression Model," Econometric Theory, Cambridge University Press, vol. 19(01), pages 1-31, February.
  6. Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers CWP17/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  7. Andrew Chesher, 2003. "Identification in Nonseparable Models," Econometrica, Econometric Society, vol. 71(5), pages 1405-1441, 09.
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