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Nonparametric identification with discrete endogenous variables

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Author Info
Andrew Chesher () (Institute for Fiscal Studies and University College London)

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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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Publisher 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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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. 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. [Downloadable!]
  2. Andrew Chesher, 2003. "Identification in Nonseparable Models," Econometrica, Econometric Society, vol. 71(5), pages 1405-1441, 09. [Downloadable!] (restricted)
  3. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January. [Downloadable!] (restricted)
  4. Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers CWP17/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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  5. Card, David, 2001. "Estimating the Return to Schooling: Progress on Some Persistent Econometric Problems," Econometrica, Econometric Society, vol. 69(5), pages 1127-60, September.
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