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dc.contributor.authorChesher, Andrewen_US
dc.date.accessioned2012-10-16T13:17:39Z-
dc.date.available2012-10-16T13:17:39Z-
dc.date.issued2009en_US
dc.identifier.pidoi:10.1920/wp.cem.2008.3008en_US
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_US
dc.language.isoengen_US
dc.publisherCentre for Microdata Methods and Practice (cemmap) Londonen_US
dc.relation.ispartofseriescemmap working paper CWP30/08en_US
dc.subject.jelC10en_US
dc.subject.jelC14en_US
dc.subject.jelC50en_US
dc.subject.jelC51en_US
dc.subject.ddc330en_US
dc.subject.keywordPartial identificationen_US
dc.subject.keywordNonparametric methodsen_US
dc.subject.keywordNonadditive modelsen_US
dc.subject.keywordDiscrete distributionsen_US
dc.subject.keywordOrdered choiceen_US
dc.subject.keywordEndogeneityen_US
dc.subject.keywordInstrumental variablesen_US
dc.subject.keywordStructural quantile functionsen_US
dc.subject.keywordIncomplete modelsen_US
dc.subject.stwInstrumentalvariablen-Schätzmethodeen_US
dc.subject.stwInstrumentalvariablen-Schätzmethodeen_US
dc.subject.stwNichtparametrisches Verfahrenen_US
dc.subject.stwTheorieen_US
dc.titleInstrumental variable models for discrete outcomesen_US
dc.typeWorking Paperen_US
dc.identifier.ppn588132055en_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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