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Estimating derivatives in nonseparable models with limited dependent variables

Altonji, Joseph G. (contributor); … - 2008

We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables. We treat models in which Y is censored from above or below or potentially from both. The basic idea...

Persistent link: https://www.econbiz.de/10003739704

Identification of treatment effects under limited exogenous variation

Newey, Whitney K.; Stouli, Sami - 2025 - Date: January 24, 2025

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support conditions. To alleviate this requirement, we consider varying...

Persistent link: https://www.econbiz.de/10015191459

Point-identifying semiparametric sample selection models with no excluded variable

Kim, Dongwoo; Lee, Young Jun - 2025

Sample selection is pervasive in applied economic studies. This paper develops semiparametric selection models that achieve point identification without relying on exclusion restrictions, an assumption long believed necessary for identification in semiparametric selection models. Our...

Persistent link: https://www.econbiz.de/10015198476

Testing multivariate economic restrictions using quantiles : the example of Slutsky negative semidefiniteness

Dette, Holger; Hoderlein, Stefan; Neumeyer, Natalie - 2011

This paper is concerned with testing rationality restrictions using quantile regression methods. Specifically, we consider negative semidefiniteness of the Slutsky matrix, arguably the core restriction implied by utility maximization. We consider a heterogeneous population characterized by a...

Persistent link: https://www.econbiz.de/10009008722

Testing for a general class of functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...

Persistent link: https://www.econbiz.de/10010254852

Nonparametric spectral-based estimation of latent structures

Bonhomme, Stéphane; Jochmans, Koen; Robin, Jean-Marc - 2014 - This version: March 6, 2014

We present a constructive identification proof of p-linear decompositions of q-way arrays. The analysis is based on the joint spectral decomposition of a set of matrices. It has applications in the analysis of a variety of latent-structure models, such as q-variate mixtures of p distributions....

Persistent link: https://www.econbiz.de/10010336464

Adaptive nonparametric instrumental variables estimation : empirical choice of the regularisation parameter

Horowitz, Joel - 2012

In nonparametric instrumental variables estimation, the mapping that identifies the function of interest, g say, is … discontinuous and must be regularised (that is, modified) to make consistent estimation possible. The amount of modification is … in applications are not yet available. This paper presents such a method for use in series estimation, where the …

Persistent link: https://www.econbiz.de/10009760143

Instrumental variables estimation of a generalized correlated random coefficients model

Masten, Matthew; Torgovitsky, Alexander - 2014

We study identification and estimation of the average treatment effect in a correlated random coefficients model that …

Persistent link: https://www.econbiz.de/10010227690

Covariate selection and model averaging in semiparametric estimation of treatment effects

Kitagawa, Toru; Muris, Chris - 2013

procedures that address this issue for the propensity score weighting estimation of the average treatment effects for treated …

Persistent link: https://www.econbiz.de/10010209255

Nonparametric estimation of a periodic sequence in the presence of a smooth trend

Vogt, Michael; Linton, Oliver - 2012

In this paper, we study a nonparametric regression model including a periodic component, a smooth trend function, and a stochastic error term. We propose a procedure to estimate the unknown period and the function values of the periodic component as well as the nonparametric trend function. The...

Persistent link: https://www.econbiz.de/10009614392