Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/64793 
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dc.contributor.authorCanay, Ivanen
dc.contributor.authorSantos, Andresen
dc.contributor.authorShaikh, Azeemen
dc.date.accessioned2012-07-27-
dc.date.accessioned2012-10-16T13:09:05Z-
dc.date.available2012-10-16T13:09:05Z-
dc.date.issued2012-
dc.identifier.pidoi:10.1920/wp.cem.2012.1812en
dc.identifier.urihttp://hdl.handle.net/10419/64793-
dc.description.abstractThis paper examines three distinct hypothesis testing problems that arise in the context of identification of some nonparametric models with endogeneity. The first hypothesis testing problem we study concerns testing necessary conditions for identification in some nonparametric models with endogeneity involving mean independence restrictions. These conditions are typically referred to as completeness conditions. The second and third hypothesis testing problems we examine concern testing for identification directly in some nonparametric models with endogeneity involving quantile independence restrictions. For each of these hypothesis testing problems, we provide conditions under which any test will have power no greater than size against any alternative. In this sense, we conclude that no nontrivial tests for these hypothesis testing problems exist.en
dc.language.isoengen
dc.publisher|aCentre for Microdata Methods and Practice (cemmap) |cLondonen
dc.relation.ispartofseries|acemmap working paper |xCWP18/12en
dc.subject.ddc330en
dc.subject.keywordInstrumental Variablesen
dc.subject.keywordIdentificationen
dc.subject.keywordCompletenessen
dc.subject.keywordBounded Completenessen
dc.titleOn the testability of identification in some nonparametric models with endogeneity-
dc.typeWorking Paperen
dc.identifier.ppn720228727en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:ifs:cemmap:18/12en

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