Identification of Nonseparable Modes with Endogeneity and Discrete Instruments
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References listed on IDEAS
- Stefan Hoderlein & Enno Mammen, 2007. "Identification of Marginal Effects in Nonseparable Models Without Monotonicity," Econometrica, Econometric Society, vol. 75(5), pages 1513-1518, September.
- Severini, Thomas A. & Tripathi, Gautam, 2006.
"Some Identification Issues In Nonparametric Linear Models With Endogenous Regressors,"
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- Sasaki, Yuya, 2015. "What Do Quantile Regressions Identify For General Structural Functions?," Econometric Theory, Cambridge University Press, vol. 31(05), pages 1102-1116, October.
- Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013.
"Nonlinear difference-in-differences in repeated cross sections with continuous treatments,"
CeMMAP working papers
CWP40/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
- Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
- Fabian Dunker, 2015.
"Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence,"
- Fabian Dunker, 2015. "Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 192, Courant Research Centre PEG.
More about this item
Keywordsnonparametric identification; discrete instrument; control variable; fixed point; group theory;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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