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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/10010469057

Testing for a general class of functional inequalities

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

framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction … power function. As an illustration, we consider testing implications from auction theory, provide primitive conditions for …

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

Reserve price effects in auctions : estimates from multiple RD designs

Choi, Syngjoo; Nesheim, Lars; Rasul, Imran - 2010

auction outcomes. To establish causality, we exploit multiple discontinuities in the relationship between reserve prices and … vehicle characteristics to present RD estimates of reserve price effects on auction outcomes. Our first set of results show … that, in line with the robust predictions of auction theory, an increase in reserve price decreases the number of bidders …

Persistent link: https://www.econbiz.de/10008688876

Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Ai, Chunrong; Chen, Xiaohong - 2009

This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for semiparametric conditional moment restriction...

Persistent link: https://www.econbiz.de/10003899088

Identification region of the potential outcome distributions under instrument independence

Kitagawa, Toru - 2009

This paper examines identification power of the instrument exogeneity assumption in the treatment effect model. We derive the identification region: The set of potential outcome distributions that are compatible with data and the model restriction. The model restrictions whose identifying power...

Persistent link: https://www.econbiz.de/10003899093

The asymptotic variance of semi-parametric estimators with generated regressors

Hahn, Jinyong; Ridder, Geert - 2010

We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the first step. The first step estimator is either parametric or non-parametric....

Persistent link: https://www.econbiz.de/10008659887

Uniform confidence bands for functions estimated nonparametrically with instrumental variables

Horowitz, Joel; Lee, Sokbae - 2010

This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. We show that a sieve nonparametric instrumental variables estimator is pointwise asymptotically normally mental variables estimator is pointwise asymptotically...

Persistent link: https://www.econbiz.de/10003990115

Conditional quantile processes based on series or many regressors

Belloni, Alexandre; Chernozhukov, Victor; … - 2011

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR series framework, covering many regressors as a special...

Persistent link: https://www.econbiz.de/10009153247

Semiparametric structural models of binary response : shape restrictions and partial identification

Chesher, Andrew - 2011

The paper studies the partial identifying power of structural single equation threshold crossing models for binary responses when explanatory variables may be endogenous. The paper derives the sharp identified set of threshold functions for the case in which explanatory variables are discrete...

Persistent link: https://www.econbiz.de/10009306979

The identification power of smoothness assumptions in models with counterfactual outcomes

Kim, Wooyoung; Kwon, Koohyun; Kwon, Soonwoo; Lee, Sokbae - 2014

In this paper, we investigate what can be learned about average counterfactual outcomes when it is assumed that treatment response functions are smooth. The smoothness conditions in this paper amount to assuming that the differences in average counterfactual outcomes are bounded under different...

Persistent link: https://www.econbiz.de/10010336471