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A note on global identification in structural vector autoregressions

Bacchiocchi, Emanuele; Kitagawa, Toru - 2021 - This draft: 8 February 2021

(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

Sample selection models without exclusion restrictions : parameter heterogeneity and partial identification

Honoré, Bo E.; Hu, Luojia - 2022

This paper studies semiparametric versions of the classical sample selection model (Heckman (1976, 1979)) without exclusion restrictions. We extend the analysis in Honor'e and Hu (2020) by allowing for parameter heterogeneity and derive implications of this model. We also consider models that...

Persistent link: https://www.econbiz.de/10013332258

Sample selection models without exclusion restrictions : parameter heterogeneity and partial identification

Honoré, Bo E.; Hu, Luojia - In: Journal of econometrics 243 (2024) 1/2, pp. 1-16

Persistent link: https://www.econbiz.de/10015075235

Instrumental variables with unrestricted heterogeneity and continuous treatment

Kasy, Maximilian - In: The review of economic studies 81 (2014) 4, pp. 1614-1636

Persistent link: https://www.econbiz.de/10010485841

Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models

Yang, Kai; Lee, Lung-fei - In: Journal of econometrics 196 (2017) 1, pp. 196-214

Persistent link: https://www.econbiz.de/10011743798

Identification and estimation of spatial dynamic panel simultaneous equations models

Yang, Kai; Lee, Lung-fei - In: Regional science & urban economics 76 (2019), pp. 32-46

Persistent link: https://www.econbiz.de/10012267307

Robust non-Gaussian inference for linear simultaneous equations models

Lee, Adam; Mesters, Geert - 2021

Persistent link: https://www.econbiz.de/10012820858

On distributions of ratios

Broda, Simon A.; Kan, Raymond - 2013

A large number of exact inferential procedures in statistics and econometrics involve the sampling distribution of ratios of random variables. If the denominator variable is positive, then tail probabilities of the ratio can be expressed as those of a suitably defined difference of random...

Persistent link: https://www.econbiz.de/10010227300

Control functions in nonseparable simultaneous equations models

Blundell, Richard W.; Matzkin, Rosa L. - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 271-295

Persistent link: https://www.econbiz.de/10010409959

Edmond Malinvaud : an economist's econometrician

Phillips, Peter C. B. - In: Annals of economics and statistics 125/126 (2017), pp. 135-151

Persistent link: https://www.econbiz.de/10011744360