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IDENTIFICATION AND ESTIMATION OF TRIANGULAR SIMULTANEOUS EQUATIONS MODELS WITHOUT ADDITIVITY

delete2009-01-01
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OA
AI
I
Imbens, Guido W. *
N
Newey, Whitney K.
DOI:10.3982/ECTA7108delete
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摘要

摘要

En 中文
This paper uses control variables to identify and estimate models with nonseparable, multidimensional disturbances Triangular simultaneous equations models are considered, with instruments and disturbances that arc independent and it reduced form that is strictly monotonic in it scalar disturbance. Here it is shown that the conditional cumulative distribution function of the endogenous variable given the instruments is a control variable Also, for any control variable, identification results are given for quantile, average, and policy effects. Bounds are given when it common support assumption is riot satisfied. Estimators of identified objects and bounds are provided, and a demand analysis empirical example is given
Keyword:
Nonseparable models
control variables
quantile effects
bounds
average derivative
policy effect
nonparametric estimation
demand analysis

期刊

Econometrica 封面图
Econometrica
IF:
7.1
论文数:
3.0K
被引数:
4.3W

机构

H
Harvard University
学者数:
26.5W
论文数: 22.0W
被引数: 28.7W
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