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Discrete endogenous variables in weakly separable models

delete2012-07-17
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PRE
AI
S
Sung Jae Jun *
J
Joris Pinkse
H
Haiqing Xu
DOI:10.1111/j.1368-423X.2012.00373.xdelete
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摘要

摘要

En 中文
This paper contains an extension of the identification methodproposed in Jun et al. (2011), hereafter JPX, which is based on a generated collection of sets, that is a 'Dynkin system'. We demonstrate the usefulness of this extension in the context of the model proposed by Vytlacil and Yildiz (2007), hereafter VY. VY formulate a fully non-parametric model featuring a nested weakly separable structure in which an endogenous regressor is binary-valued. The extension of the JPX approach considered here allows for non-binary-valued discrete endogenous regressors and requires weaker support conditions than VY in the binary case, which substantially broadens the range of potential applications of the VY model. In this paper we focus on the binary case for which we provide several alternative simpler sufficient conditions and outline an estimation strategy.
Keyword:
Monotonicity
Non-parametric identification
Weak separability
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期刊

Econometrics Journal 封面图
Econometrics Journal
IF:
7
论文数:
567
被引数:
2.3K

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P
pennsylvania commonwealth system of higher education (pcshe)
学者数:
12.9W
论文数: 11.7W
被引数: 177
P
penn state behrend
学者数:
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论文数: 4.6K
被引数: 13
引用论文

引用论文

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