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(2010, 'Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference,' Review of Economic … sufficient for global identification. Analytical investigation of the counterexample clarifies why their sufficiency claim breaks … identifying information. We derive a modified necessary and sufficient condition for SVAR global identification and clarify how it …
Persistent link: https://www.econbiz.de/10012431646
measures. The unobserved characteristics are allowed to enter in unrestricted ways. Identification is delivered through two …
Persistent link: https://www.econbiz.de/10011775342
Persistent link: https://www.econbiz.de/10002996704
The control function approach (Heckman and Robb (1985)) in a system of linear simultaneous equations provides a convenient procedure to estimate one of the functions in the system using reduced form residuals from the other functions as additional regressors. The conditions on the structural...
Persistent link: https://www.econbiz.de/10008660594
. For each approach, we use random set theory to characterize sharp identification regions for the marginal distribution of …
Persistent link: https://www.econbiz.de/10009580790
through a "residual index". Our identification results encompass a variety of special cases allowing tradeoffs between the …
Persistent link: https://www.econbiz.de/10011309707
-equation systems, I give two sets of sufficient conditions for point identification of the coefficients’ marginal distributions … distributions of unobservables which are necessary for point identification. The second requires full support instruments, but … conditions for point identification of the distributions of these endogenous social effects. I suggest a nonparametric kernel …
Persistent link: https://www.econbiz.de/10011279730
control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support … conditions for identification of average treatment effects. A sufficient condition for identification is conditional …- and non-parametric identification into a common framework. …
Persistent link: https://www.econbiz.de/10015191459
, identification assumptions in empirical work, and modeling exercises. …
Persistent link: https://www.econbiz.de/10015211643
This paper studies the identification of nonseparable models with continuous, endogenous regressors, also called …
Persistent link: https://www.econbiz.de/10009783113