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What do instrumental variable models deliver with discrete dependent variables?

Chesher, Andrew; Rosen, Adam M. - 2013

easy to compute point estimator of a slope coefficient which can be interpreted as a local average treatment effect (LATE …). However, the 2SLS estimator does not measure the value of other useful treatment effect parameters without invoking untenable …

Persistent link: https://www.econbiz.de/10009718426

Testing regression monotonicity in econometric models

Chetverikov, Denis - 2012

Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical analysis. This paper develops a general nonparametric...

Persistent link: https://www.econbiz.de/10009667989

Inference for high-dimensional sparse econometric models

Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - 2011

econometrics. High dimensional sparse models arise in situations where many regressors (or series terms) are available and the …-dimensional econometrics ; instrumental regression ; partially linear regression ; returns-to-schooling ; growth regression …

Persistent link: https://www.econbiz.de/10009419335

Characterizations of identified sets delivered by structural econometric models

Chesher, Andrew; Rosen, Adam M. - 2015

This paper develops characterizations of identified sets of structures and structural features for complete and incomplete models involving continuous and/or discrete variables. Multiple values of unobserved variables can be associated with particular combinations of observed variables. This can...

Persistent link: https://www.econbiz.de/10011343000

Inference on breakdown frontiers

Masteny, Matthew A.; Poirierz, Alexandre - 2017

A breakdown frontier is the boundary between the set of assumptions which lead to a specific conclusion and those which do not. In a potential outcomes model with a binary treatment, we consider two conclusions: First, that ATE is at least a specific value (e.g., nonnegative) and second that the...

Persistent link: https://www.econbiz.de/10011645504

Impossible inference in econometrics : theory and applications

Bertanha, Marinho; Moreira, Marcelo J. - 2019 - This version: November 14, 2018

This paper studies models in which hypothesis tests have trivial power, that is, power smaller than size. This testing impossibility, or impossibility type A, arises when any alternative is not distinguishable from the null. We also study settings where it is impossible to have almost surely...

Persistent link: https://www.econbiz.de/10011958082

An econometric perspective on algorithmic subsampling

Lee, Sokbae; Ng, Serena - 2020

'inference conscious' guides to the sketch size. When appropriately implemented, an estimator that pools over different sketches …

Persistent link: https://www.econbiz.de/10012216998

Econometrics with partial identification

Molinari, Francesca - 2019

Econometrics has traditionally revolved around point identi cation. Much effort has been devoted to finding the weakest … early 1990s, gaining momentum over time and developing into a widely researched area of econometrics. Partial identification … set as the parameters' sharp identifi cation region. Econometrics with partial identi fication is concerned with: (1 …

Persistent link: https://www.econbiz.de/10012011565

Econometric modeling of interdependent discrete choice with applications to market structure

Chesher, Andrew; Rosen, Adam M. - 2020

This paper demonstrates the use of bounds analysis for empirical models of market structure that allow for multiple equilibria. From an econometric standpoint, these models feature systems of equalities and inequalities for the determination of multiple endogenous interdependent discrete choice...

Persistent link: https://www.econbiz.de/10012225881

Identiﬁcation of causal models with unobservables : a self-report approach

Hu, Yingyao - 2021

This paper presents a novel self-report approach to identify a general causal model with an unobserved covariate, which can be unobserved heterogeneity or an unobserved choice variable. It shows that a carefully designed noninvasive survey procedure can provide enough information to identify the...

Persistent link: https://www.econbiz.de/10012595615