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dc.contributor.authorCanay, Ivanen_US
dc.contributor.authorSantos, Andresen_US
dc.contributor.authorShaikh, Azeemen_US
dc.date.accessioned2012-07-27en_US
dc.date.accessioned2012-10-16T13:09:05Z-
dc.date.available2012-10-16T13:09:05Z-
dc.date.issued2012en_US
dc.identifier.pidoi:10.1920/wp.cem.2012.1812en_US
dc.identifier.urihttp://hdl.handle.net/10419/64793-
dc.description.abstractThis 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.en_US
dc.language.isoengen_US
dc.publisherCentre for Microdata Methods and Practice (cemmap) Londonen_US
dc.relation.ispartofseriescemmap working paper CWP18/12en_US
dc.subject.ddc330en_US
dc.subject.keywordInstrumental Variablesen_US
dc.subject.keywordIdentificationen_US
dc.subject.keywordCompletenessen_US
dc.subject.keywordBounded Completenessen_US
dc.titleOn the testability of identification in some nonparametric models with endogeneityen_US
dc.typeWorking Paperen_US
dc.identifier.ppn720228727en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)

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