Identification of Unconditional Partial Effects in Non Separable Models
This 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).
|Date of creation:||Jun 2009|
|Date of revision:|
|Publication status:||Published in Economics Letters, vol. 109, n. 3, Elsevier, December 2010, p. 171-174.|
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- Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
- Richard Blundell & James Powell, 2001. "Endogeneity in nonparametric and semiparametric regression models," CeMMAP working papers CWP09/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- J. P. Florens & J. J. Heckman & C. Meghir & E. Vytlacil, 2008.
"Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects,"
Econometric Society, vol. 76(5), pages 1191-1206, 09.
- Jean-Pierre Florens & James J. Heckman & Costas Meghir & Edward J. Vytlacil, 2008. "Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects," NBER Working Papers 14002, National Bureau of Economic Research, Inc.
- J.P. Florensy & J. J. Heckmanz & C. Meghirx & E. Vytlacil, 2008. "Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects," Working Papers 200832, Geary Institute, University College Dublin.
- Koenker,Roger, 2005.
Cambridge University Press, number 9780521608275, November.
- Vaart,A. W. van der, 2000. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521784504, November.
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