Please use this identifier to cite or link to this item:
https://hdl.handle.net/10419/64803
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Chesher, Andrew | en |
dc.date.accessioned | 2012-10-16T13:17:39Z | - |
dc.date.available | 2012-10-16T13:17:39Z | - |
dc.date.issued | 2009 | - |
dc.identifier.pi | doi:10.1920/wp.cem.2008.3008 | en |
dc.identifier.uri | http://hdl.handle.net/10419/64803 | - |
dc.description.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. | en |
dc.language.iso | eng | en |
dc.publisher | |aCentre for Microdata Methods and Practice (cemmap) |cLondon | en |
dc.relation.ispartofseries | |acemmap working paper |xCWP30/08 | en |
dc.subject.jel | C10 | en |
dc.subject.jel | C14 | en |
dc.subject.jel | C50 | en |
dc.subject.jel | C51 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Partial identification | en |
dc.subject.keyword | Nonparametric methods | en |
dc.subject.keyword | Nonadditive models | en |
dc.subject.keyword | Discrete distributions | en |
dc.subject.keyword | Ordered choice | en |
dc.subject.keyword | Endogeneity | en |
dc.subject.keyword | Instrumental variables | en |
dc.subject.keyword | Structural quantile functions | en |
dc.subject.keyword | Incomplete models | en |
dc.subject.stw | Instrumentalvariablen-Schätzmethode | en |
dc.subject.stw | Instrumentalvariablen-Schätzmethode | en |
dc.subject.stw | Nichtparametrisches Verfahren | en |
dc.subject.stw | Theorie | en |
dc.title | Instrumental variable models for discrete outcomes | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 588132055 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:ifs:cemmap:30/08 | en |
Files in This Item:
Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.