eprintid: 14703
rev_number: 30
eprint_status: archive
userid: 600
dir: disk0/00/01/47/03
datestamp: 2009-07-31 15:26:05
lastmod: 2015-07-23 09:36:25
status_changed: 2009-07-31 15:26:05
type: working_paper
metadata_visibility: show
item_issues_count: 0
creators_name: Chesher, A.
creators_id: ACHES26
title: Instrumental Values
ispublished: pub
subjects: 12042
subjects: 12000
divisions: F24
abstract: This paper studies the identification of partial differences of nonseparable structural functions. The paper considers triangular structures with no more stochastic unobservables than observable outcomes, that exhibit a degree of monotonicity with respect to variation in certain stochastic unobservables. It is shown that, the existence of a set of instrumental values of covariates, over which the stochastic unobservables exhibit local quantile invariance and over which a local order condition holds, defines a model which identifies certain partial differences of structural functions. This result is useful when covariates exhibit discrete variation. The paper also considers the identification of partial derivatives in smooth structures when covariates exhibit continuous variation.
date: 2002-09
publisher: Institute for Fiscal Studies
official_url: http://www.cemmap.ac.uk/publications.php?publication_id=2653
vfaculties: VSHS
oa_status: green
language: eng
primo: open
primo_central: open_green
lyricists_name: Chesher, A
lyricists_id: ACHES26
full_text_status: public
series: cemmap Working Papers
number: CWP17/
place_of_pub: London, UK
citation:        Chesher, A.;      (2002)    Instrumental Values.                    (cemmap Working Papers  CWP17/). Institute for Fiscal Studies: London, UK.       Green open access   
 
document_url: https://discovery.ucl.ac.uk/id/eprint/14703/1/14703.pdf