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Nonparametric identification with discrete endogenous variables

Chesher, A.; (2003) Nonparametric identification with discrete endogenous variables. (cemmap Working Papers CWP06/). Institute for Fiscal Studies: London, UK. Green open access

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Abstract

This paper studies the nonparametric identification of partial differences of a nonseparable structural function that determines the value of a discrete or continuous random variable when the function depends on endogenous variates which have discrete probability distributions. Weak conditions are developed under which a partial difference of a structural function with respect to a discrete endogenous variable is nonparametrically identified up to an interval. The interval is short when there are many points of support of the endogenous variable. The interval has finite length if there are at least three points of support but not when there are only two. The interval can be estimated using quantile regression estimation methods.

Type: Working / discussion paper
Title: Nonparametric identification with discrete endogenous variables
Open access status: An open access version is available from UCL Discovery
Publisher version: http://www.cemmap.ac.uk/publications.php?publicati...
Language: English
Additional information: Please see http://eprints.ucl.ac.uk/14696/ and http://eprints.ucl.ac.uk/12663/ for alternative versions of this paper
UCL classification: UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS > Dept of Economics
URI: https://discovery.ucl.ac.uk/id/eprint/14700
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