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  • Search: subject:"Triangular Models"
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Year of publication
Subject
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nonparametric identification 5 Triangular models 4 Estimation theory 3 Nichtparametrische Schätzung 3 Nichtparametrisches Verfahren 3 Nonparametric estimation 3 Nonparametric statistics 3 Schätztheorie 3 concurvity 3 regularization 3 series estimation 3 triangular models 3 weak identification 3 weak instruments 3 Endogeneity 2 Instrumental variables 2 Triangular Models 2 discrete endogenous regressors 2 Binary Response 1 Bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Causality analysis 1 Control functions 1 Discrete Endogenous Regressors 1 GMM 1 IV-Schätzung 1 Incomplete models 1 Index Restrictions 1 Individual treatment effects 1 Kausalanalyse 1 Labor supply and family size 1 Mathematik 1 Measurement error 1 Mehrgleichungsmodell 1 Multiple equation model 1 Nonparametric Identification 1 Nonparametric triangular models 1 Probit Model 1 Set Identification 1
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Online availability
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Free 6 Undetermined 2 CC license 1
Type of publication
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Article 6 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Article 2 Working Paper 1
Language
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English 7 Undetermined 3
Author
All
Jun, Sung Jae 4 Pinkse, Joris 4 Han, Sukjin 3 Haiqing Xu 2 Xu, Haiqing 2 Yıldız, Neşe 2 Chesher, Andrew 1 Ma, Jun 1 Marmer, Vadim 1 Prono, Todd 1 Yildiz, Nese 1 Yu, Zhengfei 1
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Institution
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Department of Economics, University of Texas-Austin 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Department of Economics Working Papers / Department of Economics, University of Texas-Austin 2 Econometrics 1 Econometrics : open access journal 1 Journal of econometrics 1 MPRA Paper 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 The econometrics journal 1 cemmap working paper 1
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Source
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ECONIS (ZBW) 4 EconStor 3 RePEc 3
Showing 1 - 10 of 10
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Inference on individual treatment effects in nonseparable triangular models
Ma, Jun; Marmer, Vadim; Yu, Zhengfei - In: Journal of econometrics 235 (2023) 2, pp. 2096-2124
Persistent link: https://www.econbiz.de/10014471446
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Nonparametric estimation of triangular simultaneous equations models under weak identification
Han, Sukjin - In: Quantitative Economics 11 (2020) 1, pp. 161-202
This paper analyzes the problem of weak instruments on identification, estimation, and inference in a simple nonparametric model of a triangular system. The paper derives a necessary and sufficient rank condition for identification, based on which weak identification is established. Then...
Persistent link: https://www.econbiz.de/10012215415
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Nonparametric estimation of triangular simultaneous equations models under weak identification
Han, Sukjin - In: Quantitative economics : QE ; journal of the … 11 (2020) 1, pp. 161-202
This paper analyzes the problem of weak instruments on identification, estimation, and inference in a simple nonparametric model of a triangular system. The paper derives a necessary and sufficient rank condition for identification, based on which weak identification is established. Then...
Persistent link: https://www.econbiz.de/10012202234
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Multiple discrete endogenous variables in weakly-separable triangular models
Jun, Sung Jae; Pinkse, Joris; Xu, Haiqing; Yıldız, Neşe - In: Econometrics 4 (2016) 1, pp. 1-21
We consider a model in which an outcome depends on two discrete treatment variables, where one treatment is given before the other. We formulate a three-equation triangular system with weak separability conditions. Without assuming assignment is random, we establish the identification of an...
Persistent link: https://www.econbiz.de/10011755316
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Multiple discrete endogenous variables in weakly-separable triangular models
Jun, Sung Jae; Pinkse, Joris; Haiqing Xu; Yıldız, Neşe - In: Econometrics : open access journal 4 (2016) 1, pp. 1-21
We consider a model in which an outcome depends on two discrete treatment variables, where one treatment is given before the other. We formulate a three-equation triangular system with weak separability conditions. Without assuming assignment is random, we establish the identification of an...
Persistent link: https://www.econbiz.de/10011504670
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When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models
Prono, Todd - Volkswirtschaftliche Fakultät, … - 2011
A new method is proposed for estimating linear triangular models, where identification results from the structural …
Persistent link: https://www.econbiz.de/10009322633
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Estimating a nonparametric triangular model with binary endogenous regressors
Jun, Sung Jae; Pinkse, Joris; Haiqing Xu - In: The econometrics journal 19 (2016) 2, pp. 113-149
Persistent link: https://www.econbiz.de/10011712170
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Single equation endogenous binary response models
Chesher, Andrew - 2009
This paper studies single equation models for binary outcomes incorporating instrumental variable restrictions. The models are incomplete in the sense that they place no restriction on the way in which values of endogenous variables are generated. The models are set, not point, identifying. The...
Persistent link: https://www.econbiz.de/10010288426
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Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification
Han, Sukjin - Department of Economics, University of Texas-Austin - 2012
This paper analyzes the problem of weak instruments on identification, estimation, and inference in a simple nonparametric model of a triangular system. The paper derives a necessary and sufficient rank condition for identification, based on which weak identification is established. Then...
Persistent link: https://www.econbiz.de/10010905936
Saved in:
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Identification of treatment effects in a triangular system of equations
Jun, Sung Jae; Pinkse, Joris; Xu, Haiqing; Yildiz, Nese - Department of Economics, University of Texas-Austin - 2012
We consider a model in which an outcome depends on two discrete treatment variables, where one treatment is given before the other. We formulate a three-equation triangular system with weak separability conditions. Without assuming assignment is random, we establish the identification of...
Persistent link: https://www.econbiz.de/10010905937
Saved in:
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