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Persistent link: https://www.econbiz.de/10012311252
This paper provides inference methods for best linear approximations to functions which are known to lie within a band. It extends the partial identifi cation literature by allowing the upper and lower functions de ning the band to carry an index, and to be unknown but parametrically or...
Persistent link: https://www.econbiz.de/10011978436
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This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects in nonlinear network and panel models with unobserved two-way effects, strictly exogenous covariates, and possibly discrete outcome variables. The method is based upon projection...
Persistent link: https://www.econbiz.de/10012228765
Many applications involve a censored dependent variable and an endogenous independent variable. Chernozhukov, Fernandez-Val, and Kowalski (2015) introduced a censored quantile instrumental variable estimator (CQIV) for use in those applications, which has been applied by Kowalski (2016), among...
Persistent link: https://www.econbiz.de/10012929551
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In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We discuss key conditions, which include monotonicity and...
Persistent link: https://www.econbiz.de/10013078112
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Shape restrictions have played a central role in economics as both testable implications of theory and sufficient conditions for obtaining informative counterfactual predictions. In this paper we provide a general procedure for inference under shape restrictions in identified and partially...
Persistent link: https://www.econbiz.de/10013332218
We derive general, yet simple, sharp bounds on the size of the omitted variable bias for a broad class of causal parameters that can be identified as linear functionals of the conditional expectation function of the outcome. Such functionals encompass many of the traditional targets of...
Persistent link: https://www.econbiz.de/10013334519