Rau, Tomás - In: Quantitative economics : QE ; journal of the … 4 (2013) 1, pp. 125-148
In this paper, I present a general modeling framework for nonparametric models with endogenous regressors and heterogeneity. I show that many existing models in the literature can be derived from a structural equation with unobserved heterogeneity by imposing constancy assumptions on the first...