Estimating a class of triangular simultaneous equations models without exclusion restrictions

DOI10.1016/j.jeconom.2009.05.005zbMath1431.62640OpenAlexW3123740492MaRDI QIDQ2630158

Francis Vella, Roger W. Klein

Publication date: 25 July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/33989

zbMATH Keywords

identificationheteroscedasticitytriangular semiparametric models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Related Items (10)

Identification of additive and polynomial models of mismeasured regressors without instruments ⋮ Semiparametric Causal Mediation Analysis with Unmeasured Mediator-Outcome Confounding ⋮ On identifying structural VAR models via ARCH effects ⋮ Identification of Time-Varying Factor Models ⋮ Identification of a Triangular Two Equation System Without Instruments ⋮ Testing and relaxing the exclusion restriction in the control function approach ⋮ Inference in partially identified heteroskedastic simultaneous equations models ⋮ Bayesian endogeneity bias modeling ⋮ Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case ⋮ Estimating endogenous ordered response panel data models with an application to income gradient in child health

Cites Work

• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Specification test for binary choice models based on index quantiles
• Simulation and the Asymptotics of Optimization Estimators
• An Efficient Semiparametric Estimator for Binary Response Models
• Twicing Kernels and a Small Bias Property of Semiparametric Estimators
• Identification, estimation and testing of conditionally heteroskedastic factor models

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