Search Results - subject:"Structural functions"

Semiparametric estimation of structural functions in nonseparable triangular models

Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - In: Quantitative Economics 11 (2020) 2, pp. 503-533

endogenous variables. We show that average, distribution, and quantile structural functions are identified in these systems … three-stage procedure to estimate the structural functions where the first two stages consist of quantile or distribution … structural functions. These results establish the validity of the bootstrap for three-stage estimators of structural functions …

Persistent link: https://www.econbiz.de/10012215424

Semiparametric estimation of structural functions in nonseparable triangular models

Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - In: Quantitative economics : QE ; journal of the … 11 (2020) 2, pp. 503-533

endogenous variables. We show that average, distribution, and quantile structural functions are identified in these systems … three‐stage procedure to estimate the structural functions where the first two stages consist of quantile or distribution … structural functions. These results establish the validity of the bootstrap for three‐stage estimators of structural functions …

Persistent link: https://www.econbiz.de/10012213972

Identification and estimation of group-level partial effects

Nagasawa, Kenichi - 2020

Persistent link: https://www.econbiz.de/10012170882

Control variables, discrete instruments, and identification of structural functions

Newey, Whitney K.; Stouli, Sami - 2018

Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete instruments, giving identi cation results under a variety of restrictions on the way the endogenous variable and the...

Persistent link: https://www.econbiz.de/10011941530

Control variables, discrete instruments, and identification of structural functions

Newey, Whitney K.; Stouli, Sami - 2018

Persistent link: https://www.econbiz.de/10011901534

Control variables, discrete instruments, and identification of structural functions

Newey, Whitney K.; Stouli, Sami - 2018

Persistent link: https://www.econbiz.de/10011943679

Control variables, discrete instruments, and identification of structural functions

Newey, Whitney K.; Stouli, Sami - In: Journal of econometrics 222 (2021) 1,1, pp. 73-88

Persistent link: https://www.econbiz.de/10012619343

Semiparametric estimation of structural functions in nonseparable triangular models

Chernozhukov, Victor; Fernández-Val, Iván; Newey, Whitney - 2017

attractive three-stage procedure to estimate the structural functions where the first two stages consist of quantile or … the structural functions. We illustrate the implementation and applicability of our methods with numerical simulations and … endogenous variables. We show that these models are flexible and identify the average, distribution and quantile structural …

Persistent link: https://www.econbiz.de/10011941511

Semiparametric estimation of structural functions in nonseparable triangular models

Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - 2017

Persistent link: https://www.econbiz.de/10011754225

Semiparametric estimation of structural functions in nonseparable triangular models

Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - 2017

Persistent link: https://www.econbiz.de/10011758355