Search Results - subject:"nonparametric identification"

Partial independence in nonseparable models

Masten, Matthew A.; Poirier, Alexandre - 2016

We analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full statistical independence. The first is based on quantile independence. Selection on unobservables drives deviations from full independence. We show that such deviations based on quantile...

Persistent link: https://www.econbiz.de/10011488374

Two-way exclusion restrictions in models with heterogeneous treatment effects

Liu, Shenglong; Mourifié, Ismael; Wan, Yuanyuan - In: The econometrics journal 23 (2020) 3, pp. 345-362

Persistent link: https://www.econbiz.de/10012385269

Identification and estimation of time-varying nonseparable panel data models without stayers

Ishihara, Takuya - In: Journal of econometrics 215 (2020) 1, pp. 184-208

Persistent link: https://www.econbiz.de/10012439439

Nonparametric identification in index models of link formation

Gao, Wayne Yuan - In: Journal of econometrics 215 (2020) 2, pp. 399-413

Persistent link: https://www.econbiz.de/10012439472

On the identification of joint distributions using marginals and aggregates

Felt, Marie-Hélène - In: Economics letters 194 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012509409

Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids

Gimenes, Nathalie; Guerre, Emmanuel - In: Journal of econometrics 219 (2020) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10012483183

Microeconomic models with latent variables: Applications of measurement error models in empirical industrial organization and labor economics

Hu, Yingyao - 2015

This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...

Persistent link: https://www.econbiz.de/10011445721

Estimating private provision of public goods with heterogenous participants: A structural analysis

An, Yonghong; Hu, Yingyao; Liu, Pengfei - 2015

This paper estimates a structural model of private provision of public goods to provide some new empirical evidence on individuals' strategic contributing behaviors. In the model, individuals' contributing behaviors are allowed to be heterogenous and time-varying. We show that all the main...

Persistent link: https://www.econbiz.de/10011445732

Nonparametric Euler equation identification and estimation

Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - 2015

We consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility … functions up to scale, in consumption based asset pricing Euler equations. Ours is the first paper to prove nonparametric … identification of Euler equations under low level conditions (without imposing functional restrictions or just assuming completeness …

Persistent link: https://www.econbiz.de/10011445779

Instrument-free Identification and Estimation of Differentiated Products Models

Byrne, David; Imai, Susumu; Sarafidis, Vasilis; … - Economics Department, Queen's University - 2015

We propose a new methodology for estimating the demand and cost functions of differentiated products models when demand and cost data are available. The method deals with the endogeneity of prices to demand shocks and the endogeneity of outputs to cost shocks, but does not require instruments...

Persistent link: https://www.econbiz.de/10011122620