Showing 1 - 10 of 15
This paper considers measurement error from a new perspective. In surveys, response errors are often caused by the fact that respondents recall past events and quantities imperfectly. We explore the consequences of recall errors for such key econometric is- sues as the identification of marginal...
Persistent link: https://www.econbiz.de/10010427540
The triangular model is a very popular way to capture endogeneity. In this model, an outcome is determined by an endogenous regressor, which in turn is caused by an instrument in a first stage. In this paper, we study the triangular model with random coefficients and exogenous regressors in both...
Persistent link: https://www.econbiz.de/10011445742
This paper contributes to the understanding of the source of identification in panel data models. Recent research has established that few time periods suffice to identify interesting structural effects in nonseparable panel data models even in the presence of complex correlated unobservables,...
Persistent link: https://www.econbiz.de/10010288334
This paper is concerned with extending the familiar notion of fixed effects to nonlinear setups with infinite dimensional unobservables like preferences. The main result is that a generalized version of differencing identifies local average structural derivatives (LASDs) in very general...
Persistent link: https://www.econbiz.de/10010288425
This paper extends the familiar notion of fixed effects to nonlinear structures with infinite-dimensional unobservables, like preferences. The main result is that a generalized version of differencing identifies local average responses (LARs) in nonseparable structures. In contrast to existing...
Persistent link: https://www.econbiz.de/10011052311
This paper is concerned with extending the familiar notion of fixed effects to nonlinear setups with infinite dimensional unobservables like preferences. The main result is that a generalized version of differencing identifies local average structural derivatives (LASDs) in very general...
Persistent link: https://www.econbiz.de/10008506224
This paper considers measurement error from a new perspective. In surveys, response errors are often caused by the fact that respondents recall past events and quantities imperfectly. We explore the consequences of recall errors for such key econometric issues as the identification of marginal...
Persistent link: https://www.econbiz.de/10008506226
This paper considers measurement error from a new perspective. In surveys, response errors are often caused by the fact that respondents recall past events and quantities imperfectly. We explore the consequences of recall errors for such key econometric is- sues as the identification of marginal...
Persistent link: https://www.econbiz.de/10005121198
This paper studies the identification of nonseparable models with continuous, endogenous regressors, also called treatments, using repeated cross sections. We show that several treatment effect parameters are identified under two assumptions on the effect of time, namely a weak stationarity...
Persistent link: https://www.econbiz.de/10010687426
Persistent link: https://www.econbiz.de/10014434361