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This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the regressor and the dependent variable alone, unless the specification is a member of a very specific parametric family. This family includes the linear specification with...
Persistent link: https://www.econbiz.de/10005074071
We show that a standard linear triangular two equation system can be point identified, without the use of instruments or any other side information. We find that the only case where the model is not point identified is when a latent variable that causes endogeneity is normally distributed. In...
Persistent link: https://www.econbiz.de/10012621118
This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the regressor and the dependent variable alone, unless the specification is a member of a very specific parametric family. This family includes the linear specification with...
Persistent link: https://www.econbiz.de/10010318587
Persistent link: https://www.econbiz.de/10003502450
Persistent link: https://www.econbiz.de/10003401653
Persistent link: https://www.econbiz.de/10001795765
We show that a standard linear triangular two equation system can be point identified, without the use of instruments or any other side information. We find that the only case where the model is not point identified is when a latent variable that causes endogeneity is normally distributed. In...
Persistent link: https://www.econbiz.de/10012267001
Persistent link: https://www.econbiz.de/10012489385
Persistent link: https://www.econbiz.de/10007391033
Persistent link: https://www.econbiz.de/10014448668