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Identification in additive error models with discrete endogenous variables

In additive error models with a discrete endogenous variable identification cannot be achieved under a marginal covariation condition when the support of instruments is sparse relative to the support of the endogenous variable. An iterated covariation condition with a weak montonicity restriction is shown to have set identifying power.
Year of publication:
2004-09
Authors: Chesher, Andrew
Institutions: Centre for Microdata Methods and Practice (CEMMAP)
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
Number CWP11/04 7 pages longpp.
Source:
Persistent link: https://www.econbiz.de/10005509553
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