Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/64680 
Erscheinungsjahr: 
2010
Schriftenreihe/Nr.: 
cemmap working paper No. CWP28/10
Verlag: 
Centre for Microdata Methods and Practice (cemmap), London
Zusammenfassung: 
The control function approach (Heckman and Robb (1985)) in a system of linear simultaneous equations provides a convenient procedure to estimate one of the functions in the system using reduced form residuals from the other functions as additional regressors. The conditions on the structural system under which this procedure can be used in nonlinear and nonparametric simultaneous equations has thus far been unknown. In this note, we define a new property of functions called control function separability and show it provides a complete characterization of the structural systems of simultaneous equations in which the control function procedure is valid.
Schlagwörter: 
nonseparable models
simultaneous equations
control functions
JEL: 
C3
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
322.38 kB





Publikationen in EconStor sind urheberrechtlich geschützt.