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http://hdl.handle.net/10419/64793
  
Title:On the testability of identification in some nonparametric models with endogeneity PDF Logo
Authors:Canay, Ivan
Santos, Andres
Shaikh, Azeem
Issue Date:2012
Series/Report no.:cemmap working paper CWP18/12
Abstract:This paper examines three distinct hypothesis testing problems that arise in the context of identification of some nonparametric models with endogeneity. The first hypothesis testing problem we study concerns testing necessary conditions for identification in some nonparametric models with endogeneity involving mean independence restrictions. These conditions are typically referred to as completeness conditions. The second and third hypothesis testing problems we examine concern testing for identification directly in some nonparametric models with endogeneity involving quantile independence restrictions. For each of these hypothesis testing problems, we provide conditions under which any test will have power no greater than size against any alternative. In this sense, we conclude that no nontrivial tests for these hypothesis testing problems exist.
Subjects:Instrumental Variables
Identification
Completeness
Bounded Completeness
Persistent Identifier of the first edition:doi:10.1920/wp.cem.2012.1812
Document Type:Working Paper
Appears in Collections:cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)

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