Identification of Unconditional Partial Effects in Non Separable Models
AbstractThis note demonstrates identification of Unconditional Partial Effects introduced by Firpo, Fortin, and Lemieux (2009) in nonseparable triangular models with endogenous regressors via a control variable approach, as employed by Imbens and Newey (2009).
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Bibliographic InfoPaper provided by Toulouse School of Economics (TSE) in its series TSE Working Papers with number 09-054.
Date of creation: Jun 2009
Date of revision:
Publication status: Published in Economics Letters, vol.�109, n°3, Elsevier, décembre 2010, p.�171-174.
Find related papers by JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
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"Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects,"
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- Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2007.
"Unconditional Quantile Regressions,"
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- Stefan Hoderlein & Enno Mammen, 2007. "Identification of Marginal Effects in Nonseparable Models Without Monotonicity," Econometrica, Econometric Society, vol. 75(5), pages 1513-1518, 09.
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