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Identification of Nonseparable Modes with Endogeneity and Discrete Instruments

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  • Xavier d'Haultfoeuille

    (CREST)

  • Philippe Février

    (CREST)

Abstract

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Suggested Citation

  • Xavier d'Haultfoeuille & Philippe Février, 2011. "Identification of Nonseparable Modes with Endogeneity and Discrete Instruments," Working Papers 2011-28, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2011-28
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    File URL: http://crest.science/RePEc/wpstorage/2011-28.pdf
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    References listed on IDEAS

    as
    1. 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," Econometrica, Econometric Society, vol. 76(5), pages 1191-1206, September.
    2. Stefan Hoderlein & Enno Mammen, 2007. "Identification of Marginal Effects in Nonseparable Models Without Monotonicity," Econometrica, Econometric Society, vol. 75(5), pages 1513-1518, September.
    3. Severini, Thomas A. & Tripathi, Gautam, 2006. "Some Identification Issues In Nonparametric Linear Models With Endogenous Regressors," Econometric Theory, Cambridge University Press, vol. 22(2), pages 258-278, April.
    4. Chesher, Andrew, 2007. "Instrumental values," Journal of Econometrics, Elsevier, vol. 139(1), pages 15-34, July.
    5. Emmanuel Guerre & Isabelle Perrigne & Quang Vuong, 2009. "Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions," Econometrica, Econometric Society, vol. 77(4), pages 1193-1227, July.
    6. Matzkin, Rosa L., 2007. "Nonparametric identification," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 73, Elsevier.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers CWP39/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Sasaki, Yuya, 2015. "What Do Quantile Regressions Identify For General Structural Functions?," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1102-1116, October.
    3. Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers 40/13, Institute for Fiscal Studies.
    4. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    5. Fabian Dunker, 2015. "Adaptive estimation for some nonparametric instrumental variable models," Papers 1511.03977, arXiv.org, revised Aug 2021.

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    More about this item

    Keywords

    nonparametric identification; discrete instrument; control variable; fixed point; group theory;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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