and market microstructure noise. The resulting estimators of the stochastic volatility model will carry additional biases …

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. …

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

In parametric models a sufficient condition for local identification is that the vector of moment conditions is … the true value that are sufficient for local identification. We apply these results to obtain new, primitive … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …

rule, this identification result should have a wide applicability. It leads to a new perspective on handling measurement …

This paper studies the nonparametric identification and estimation of voters' preferences when voters are ideological …