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Title:Instrumental variable models for discrete outcomes PDF Logo
Authors:Chesher, Andrew
Issue Date:2009
Series/Report no.:cemmap working paper CWP30/08
Abstract:Single equation instrumental variable models for discrete outcomes are shown to be set not point identifying for the structural functions that deliver the values of the discrete outcome. Identified sets are derived for a general nonparametric model and sharp set identification is demonstrated. Point identification is typically not achieved by imposing parametric restrictions. The extent of an identified set varies with the strength and support of instruments and typically shrinks as the support of a discrete outcome grows. The paper extends the analysis of structural quantile functions with endogenous arguments to cases in which there are discrete outcomes.
Subjects:Partial identification
Nonparametric methods
Nonadditive models
Discrete distributions
Ordered choice
Endogeneity
Instrumental variables
Structural quantile functions
Incomplete models
JEL:C10
C14
C50
C51
Persistent Identifier of the first edition:doi:10.1920/wp.cem.2008.3008
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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