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Coherence and Completeness of Structural Models Containing a Dummy Endogenous Variable

Lewbel, Arthur - Department of Economics, Boston College - 1997

, meaning that for any value of w there exists a unique value for y. Coherence and completeness simplifies identification, and …

Persistent link: https://www.econbiz.de/10005074201

Identification of structural models in the presence of measurement error due to rounding in survey responses

Hoderlein, Stefan; Siflinger, Bettina; Winter, Joachim - Department of Economics, Boston College - 2015

Distortions in the elicitation of economic variables arise frequently. A common problem in household surveys is that reported values exhibit a significant degree of rounding. We interpret rounding as a filter that allows limited information about the relationship of interest to pass. We argue...

Persistent link: https://www.econbiz.de/10011123595

Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments

Hoderlein, Stefan; D'Haultfoeuille, Xavier; Sasaki, Yuya - Department of Economics, Boston College - 2013

This paper studies the identification of nonseparable models with continuous, endogenous regressors, also called …

Persistent link: https://www.econbiz.de/10010820061

Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors

Dong, Yingying; Lewbel, Arthur; Yang, Thomas Tao - Department of Economics, Boston College - 2012

We discuss the relative advantages and disadvantages of four types of convenient estimators of binary choice models when regressors may be endogenous or mismeasured, or when errors are likely to be heteroskedastic. For example, such models arise when treatment is not randomly assigned and...

Persistent link: https://www.econbiz.de/10010960033

A Simple Estimator for Binary Choice Models With Endogenous Regressors

Dong, Yingying; Lewbel, Arthur - Department of Economics, Boston College - 2012

This paper provides a few variants of a simple estimator for binary choice models with endogenous or mismeasured regressors, or with heteroskedastic errors, or with panel fixed effects. Unlike control function methods, which are generally only valid when endogenous regressors are continuous, the...

Persistent link: https://www.econbiz.de/10010575988

A Simple Estimator for Binary Choice Models with Endogenous Regressors

Dong, Yingying; Lewbel, Arthur - Department of Economics, Boston College - 2004

This paper provides a few variants of a simple estimator for binary choice models with endogenous or mismeasured regressors, or with heteroskedastic errors. Unlike control function methods, which are generally only valid when endogenous regressors are continuous, the estimators proposed here can...

Persistent link: https://www.econbiz.de/10005102653

Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP

Hansen, Bruce E. - Department of Economics, Boston College - 1995

This note corrects an error in Hansen, Journal of Applied Econometrics (1992)

Persistent link: https://www.econbiz.de/10005102701

Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information

Lewbel, Arthur; Chen, Xiaohong; Hu, Yingyao - Department of Economics, Boston College - 2007

This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete … unknown distribution. We obtain nonparametric identification of the model given monotonicity of the regression function and a … rank condition that is directly testable given the data. Our identification strategy does not require additional sample …

Persistent link: https://www.econbiz.de/10005102720

Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models

Lewbel, Arthur - Department of Economics, Boston College - 2003

This paper proposes a new method of obtaining identification in mismeasured regressor models, triangular systems, and … simultaneous equation systems. The method may be used in applications where other sources of identification such as instrumental … generalized method of moments. Identification comes from a heteroskedastic covariance restriction that is shown to be a feature of …

Persistent link: https://www.econbiz.de/10005074046

Nonparametric identification of the classical errors-in-variables model without side information

Lewbel, Arthur; Schennach, Susanne M.; Hu, Yingyao - Department of Economics, Boston College - 2007

This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the regressor and the dependent variable alone, unless the specification is a member of a very specific parametric family. This family includes the linear specification with...

Persistent link: https://www.econbiz.de/10005074071