.png){kind=icon}
返回
Estimating a nonparametric triangular model with binary endogenous regressors
.png){kind=icon}
OA
AI
DOI：10.1111/ectj.12066.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
We consider identification and estimation in a nonparametric triangular system with a binary endogenous regressor and nonseparable errors. For identification, we take a control function approach utilizing the Dynkin system idea. We articulate various trade-offs, including continuity, monotonicity and differentiability. For estimation, we use the idea of local instruments under smoothness assumptions, but we do not assume additive separability in latent variables. Our estimator uses nonparametric kernel regression techniques and its statistical properties are derived using the functional delta method. We establish that it is n2/7-consistent and has a limiting normal distribution. We apply the method to estimate the returns on a college education. Unlike existing work, we find that returns on a college education are consistently positive. Moreover, the returns curves we estimate are inconsistent with the shape restrictions imposed in those papers.
Keyword:
Endogeneity
Nonparametric estimation
Triangular models
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
7
论文数:
566
被引数:
2.3K
机构
引用论文
分享收藏On the adult form in the genera Cypræa and Ringicula, and in certain species of the genus Astarte在属Cypræa和Ringicula的成体形态中，以及在属Astarte的某些物种中OAAI
OAAI分享收藏IDENTIFICATION AND ESTIMATION OF TRIANGULAR SIMULTANEOUS EQUATIONS MODELS WITHOUT ADDITIVITY.png)
ECONOMETRICA
OAAI
ECONOMETRICAIF7.1
OAAI分享收藏
查看更多内容