A test of the selection on observables assumption using a discontinuously distributed covariate
From MaRDI portal
Publication:2074602
DOI10.1016/j.jeconom.2021.09.018OpenAlexW3217801993WikidataQ114666096 ScholiaQ114666096MaRDI QIDQ2074602
Publication date: 10 February 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.09.018
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- Unnamed Item
- A discontinuity test for identification in triangular nonseparable models
- Testing for monotonicity in unobservables under unconfoundedness
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- A simple test for the ignorability of non-compliance in experiments
- Testing for separability in structural equations
- Root-N-Consistent Semiparametric Regression
- Identifying dynamic spillovers of crime with a causal approach to model selection
- Size-dependent regulations, firm size distribution, and reallocation
- A Test of Exogeneity Without Instrumental Variables in Models With Bunching
- A Test for Instrument Validity
- Causal Inference for Statistics, Social, and Biomedical Sciences
- Dummy Endogenous Variables in Weakly Separable Models
This page was built for publication: A test of the selection on observables assumption using a discontinuously distributed covariate