Showing 1 - 8 of 8
This note discusses partial identification in a nonparametric triangular system with discrete endogenous regressors and nonseparable errors. Recently, Jun et al. (2011, JPX) provide bounds on the structural function evaluated at particular values using exclusion, exogeneity and rank conditions....
Persistent link: https://www.econbiz.de/10011116221
This paper deals with the question whether exclusion restrictions on the exogenous regressors are necessary to identify two equation probit models with endogenous dummy regressor. We show that Wilde (2000)’s criterion is insufficient for (point) identification.
Persistent link: https://www.econbiz.de/10011116226
Persistent link: https://www.econbiz.de/10010506020
Persistent link: https://www.econbiz.de/10010506509
Persistent link: https://www.econbiz.de/10011498741
Persistent link: https://www.econbiz.de/10012650288
This note discusses partial identication in a nonparametric triangular system with discrete endogenous regressors and nonseparable errors. Recently, [Jun, Pinkse and Xu (2011, JPX). Tighter Bounds in Triangular Systems. Journal of Econometrics 161(2), 122-128] provides bounds on the structural...
Persistent link: https://www.econbiz.de/10010897035
This paper deals with the question whether exclusion restrictions on the exogenous regressors are necessary to identify two equation probit models with endogenous dummy regressor. Contradictory opinions have been exposed in the literature on the necessity of an exclusion restriction. Wilde...
Persistent link: https://www.econbiz.de/10010897050