Identification and Estimation of Weakly Separable Models Without Monotonicity
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Brigham R. Frandsen & Lars J. Lefgren, 2018. "Testing Rank Similarity," The Review of Economics and Statistics, MIT Press, vol. 100(1), pages 86-91, March.
- Patrick Sevestre & Laszlo Matyas, 2008.
"The Econometrics of Panel Data,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00279977, HAL.
- Patrick Sevestre & Laszlo Matyas, 2008. "The Econometrics of Panel Data," Post-Print halshs-00279977, HAL.
- Chen, Songnian & Khan, Shakeeb & Tang, Xun, 2016.
"Informational content of special regressors in heteroskedastic binary response models,"
Journal of Econometrics, Elsevier, vol. 193(1), pages 162-182.
- Songnian Chen & Shakeeb Khan & Xun Tang, 2013. "Informational Content of Special Regressors in Heteroskedastic Binary Response Models," PIER Working Paper Archive 13-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Juan Carlos Escanciano & David Jacho‐Chávez & Arthur Lewbel, 2016. "Identification and estimation of semiparametric two‐step models," Quantitative Economics, Econometric Society, vol. 7(2), pages 561-589, July.
- Lee, Lung-fei, 1995. "Semiparametric maximum likelihood estimation of polychotomous and sequential choice models," Journal of Econometrics, Elsevier, vol. 65(2), pages 381-428, February.
- Victor Chernozhukov & Christian Hansen, 2005. "An IV Model of Quantile Treatment Effects," Econometrica, Econometric Society, vol. 73(1), pages 245-261, January.
- Heckman, James J & Honore, Bo E, 1990. "The Empirical Content of the Roy Model," Econometrica, Econometric Society, vol. 58(5), pages 1121-1149, September.
- Shakeeb Khan & Fu Ouyang & Elie Tamer, 2019. "Inference on Semiparametric Multinomial Response Models," Boston College Working Papers in Economics 980, Boston College Department of Economics.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2023.
"Informational Content of Factor Structures in Simultaneous Binary Response Models,"
Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 385-410,
Emerald Group Publishing Limited.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Boston College Working Papers in Economics 985, Boston College Department of Economics.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2021. "Informational Content of Factor Structures in Simultaneous Binary Response Models," NBER Working Papers 28327, National Bureau of Economic Research, Inc.
- Khan, Shakeeb & Maurel, Arnaud & Zhang, Yichong, 2020. "Informational Content of Factor Structures in Simultaneous Binary Response Models," IZA Discussion Papers 14008, Institute of Labor Economics (IZA).
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Papers 1910.01318, arXiv.org, revised Mar 2022.
- Edward Vytlacil & Nese Yildiz, 2007. "Dummy Endogenous Variables in Weakly Separable Models," Econometrica, Econometric Society, vol. 75(3), pages 757-779, May.
- László Mátyás & Patrick Sevestre (ed.), 2008. "The Econometrics of Panel Data," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75892-1, July-Dece.
- Quang Vuong & Haiqing Xu, 2017. "Counterfactual mapping and individual treatment effects in nonseparable models with binary endogeneity," Quantitative Economics, Econometric Society, vol. 8(2), pages 589-610, July.
- Alexander Torgovitsky, 2015. "Identification of Nonseparable Models Using Instruments With Small Support," Econometrica, Econometric Society, vol. 83(3), pages 1185-1197, May.
- Junlong Feng, 2019. "Matching Points: Supplementing Instruments with Covariates in Triangular Models," Papers 1904.01159, arXiv.org, revised Jul 2020.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023.
"Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares," Papers 2008.05507, arXiv.org, revised Apr 2021.
- Gu, Jiaying & Russell, Thomas M., 2023. "Partial identification in nonseparable binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 528-562.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Songnian Chen & Shakeeb Khan & Xun Tang, 2020. "Dummy Endogenous Variables in Weakly Separable Multiple Index Models without Monotonicity," Boston College Working Papers in Economics 996, Boston College Department of Economics.
- Songnian Chen & Shakeeb Khan & Xun Tang, 2022. "Endogeneity in Weakly Separable Models without Monotonicity," Papers 2208.05047, arXiv.org.
- Pereda-Fernández, Santiago, 2023.
"Identification and estimation of triangular models with a binary treatment,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 585-623.
- Santiago Pereda Fernández, 2019. "Identification and estimation of triangular models with a binary treatment," Temi di discussione (Economic working papers) 1210, Bank of Italy, Economic Research and International Relations Area.
- Gu, Jiaying & Russell, Thomas M., 2023. "Partial identification in nonseparable binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 528-562.
- Ma, Jun & Marmer, Vadim & Yu, Zhengfei, 2023.
"Inference on individual treatment effects in nonseparable triangular models,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 2096-2124.
- Jun Ma & Vadim Marmer & Zhengfei Yu, 2021. "Inference on Individual Treatment Effects in Nonseparable Triangular Models," Papers 2107.05559, arXiv.org, revised Feb 2023.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2023.
"Informational Content of Factor Structures in Simultaneous Binary Response Models,"
Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 385-410,
Emerald Group Publishing Limited.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Boston College Working Papers in Economics 985, Boston College Department of Economics.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2021. "Informational Content of Factor Structures in Simultaneous Binary Response Models," NBER Working Papers 28327, National Bureau of Economic Research, Inc.
- Khan, Shakeeb & Maurel, Arnaud & Zhang, Yichong, 2020. "Informational Content of Factor Structures in Simultaneous Binary Response Models," IZA Discussion Papers 14008, Institute of Labor Economics (IZA).
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Papers 1910.01318, arXiv.org, revised Mar 2022.
- Kitagawa, Toru, 2021. "The identification region of the potential outcome distributions under instrument independence," Journal of Econometrics, Elsevier, vol. 225(2), pages 231-253.
- Arthur Lewbel, 2019.
"The Identification Zoo: Meanings of Identification in Econometrics,"
Journal of Economic Literature, American Economic Association, vol. 57(4), pages 835-903, December.
- Arthur Lewbel, 2018. "The Identification Zoo - Meanings of Identification in Econometrics," Boston College Working Papers in Economics 957, Boston College Department of Economics, revised 14 Dec 2019.
- Masayuki Sawada, 2019. "Noncompliance in randomized control trials without exclusion restrictions," Papers 1910.03204, arXiv.org, revised Jun 2021.
- Wüthrich, Kaspar, 2019.
"A closed-form estimator for quantile treatment effects with endogeneity,"
Journal of Econometrics, Elsevier, vol. 210(2), pages 219-235.
- Wüthrich, Kaspar, 2019. "A closed-form estimator for quantile treatment effects with endogeneity," University of California at San Diego, Economics Working Paper Series qt99n9197q, Department of Economics, UC San Diego.
- Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
- Junlong Feng, 2019. "Matching Points: Supplementing Instruments with Covariates in Triangular Models," Papers 1904.01159, arXiv.org, revised Jul 2020.
- Arturas Juodis, 2013.
"Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence,"
UvA-Econometrics Working Papers
13-08, Universiteit van Amsterdam, Dept. of Econometrics.
- Arturas Juodis, 2014. "Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence," UvA-Econometrics Working Papers 14-08, Universiteit van Amsterdam, Dept. of Econometrics.
- repec:rri:wpaper:201303 is not listed on IDEAS
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013.
"International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, August.
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, August.
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2010. "International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data," Working Papers 2010_18, Business School - Economics, University of Glasgow.
- Byrne, Joseph P. & Kontonikas, Alexandros & Montagnoliz, Alberto, 2010. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," SIRE Discussion Papers 2010-57, Scottish Institute for Research in Economics (SIRE).
- Cem Ertur & Antonio Musolesi, 2017.
"Weak and Strong Cross‐Sectional Dependence: A Panel Data Analysis of International Technology Diffusion,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 477-503, April.
- Cem ERTUR & Antonio MUSOLESI, 2013. "Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion," LEO Working Papers / DR LEO 1961, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Cem Ertur & Antonio Musolesi, 2015. "Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion," SEEDS Working Papers 0415, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Feb 2015.
- Cem Ertur & Antonio Musolesi, 2015. "Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion," SEEDS Working Papers 1915, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Dec 2015.
- Ertur, C. & Musolesi, A., 2013. "Weak and strong cross-sectional dependence: a panel data analysis of international technology diffusion," Working Papers 2013-09, Grenoble Applied Economics Laboratory (GAEL).
- Cem Ertur & Antonio Musolesi, 2017. "Weak and Strong Cross-Sectional Dependence: A Panel Data Analysis of International Technology Diffusion," Post-Print hal-03539371, HAL.
- Antonio Musolesi & Cem Ertur, 2015. "Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion," Working Papers 2015064, University of Ferrara, Department of Economics.
- Antonio Musolesi & Cem Ertur, 2016. "Weak and Strong Cross-Sectional Dependence: a Panel Data Analysis of International Technology Diffusion," Working Papers 2016035, University of Ferrara, Department of Economics.
- Francesca Iorio & Stefano Fachin, 2014.
"Savings and investments in the OECD: a panel cointegration study with a new bootstrap test,"
Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
- Francesca Di Iorio & Stefano Fachin, 2012. "Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test," DSS Empirical Economics and Econometrics Working Papers Series 2012/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Karaman Örsal, Deniz Dilan & Droge, Bernd, 2014.
"Panel cointegration testing in the presence of a time trend,"
Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 377-390.
- Bernd Droge & Deniz Dilan Karaman Örsal, 2009. "Panel Cointegration Testing in the Presence of a Time Trend," SFB 649 Discussion Papers SFB649DP2009-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Vasudeva N. R. Murthy & Emmanuel Anoruo, 2009. "Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?," Economics Bulletin, AccessEcon, vol. 29(4), pages 2492-2504.
- Alexander Klemm & Stefan Parys, 2012.
"Empirical evidence on the effects of tax incentives,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(3), pages 393-423, June.
- Mr. Alexander D Klemm & Stefan van Parys, 2009. "Empirical Evidenceon the Effects of Tax Incentives," IMF Working Papers 2009/136, International Monetary Fund.
- A. Klemm & S. Van Parys, 2010. "Empirical Evidence on the Effects of Tax Incentives," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/673, Ghent University, Faculty of Economics and Business Administration.
- Ling Xiong & Shaozhou Qi, 2018. "Financial Development And Carbon Emissions In Chinese Provinces: A Spatial Panel Data Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(02), pages 447-464, March.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2020-03-23 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2003.04337. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.