Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/64803 
Full metadata record
DC FieldValueLanguage
dc.contributor.authorChesher, Andrewen
dc.date.accessioned2012-10-16T13:17:39Z-
dc.date.available2012-10-16T13:17:39Z-
dc.date.issued2009-
dc.identifier.pidoi:10.1920/wp.cem.2008.3008en
dc.identifier.urihttp://hdl.handle.net/10419/64803-
dc.description.abstractSingle 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.en
dc.language.isoengen
dc.publisher|aCentre for Microdata Methods and Practice (cemmap) |cLondonen
dc.relation.ispartofseries|acemmap working paper |xCWP30/08en
dc.subject.jelC10en
dc.subject.jelC14en
dc.subject.jelC50en
dc.subject.jelC51en
dc.subject.ddc330en
dc.subject.keywordPartial identificationen
dc.subject.keywordNonparametric methodsen
dc.subject.keywordNonadditive modelsen
dc.subject.keywordDiscrete distributionsen
dc.subject.keywordOrdered choiceen
dc.subject.keywordEndogeneityen
dc.subject.keywordInstrumental variablesen
dc.subject.keywordStructural quantile functionsen
dc.subject.keywordIncomplete modelsen
dc.subject.stwInstrumentalvariablen-Schätzmethodeen
dc.subject.stwInstrumentalvariablen-Schätzmethodeen
dc.subject.stwNichtparametrisches Verfahrenen
dc.subject.stwTheorieen
dc.titleInstrumental variable models for discrete outcomes-
dc.typeWorking Paperen
dc.identifier.ppn588132055en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:ifs:cemmap:30/08en

Files in This Item:
File
Size
344.93 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.