A discontinuity test for identification in triangular nonseparable models

DOI10.1016/j.jeconom.2016.01.007zbMath1420.62478OpenAlexW2281039057MaRDI QIDQ284307

Carolina Caetano, Christoph Rothe, Neşe Yıldız

Publication date: 18 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.01.007

zbMATH Keywords

triangular systemsnonparametric identificationcontrol variableinstrument validitynonseparable model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Related Items (4)

Testing and relaxing the exclusion restriction in the control function approach ⋮ Nonseparable sample selection models with censored selection rules ⋮ Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables ⋮ A test of the selection on observables assumption using a discontinuously distributed covariate

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