Lee, J.;
(2010)
Nonparametric structural analysis of discrete data: the quantile-based control function approach.
Doctoral thesis , UCL (University College London).
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Abstract
The first chapter is introduction and Chapter 2 proposes formal frameworks for identifiability and testability of structural features allowing for set identification. The results in Chapter 2 are used in other chapters. The second section of Chapter 3, Chapter 4 and Chapter 5 contain new results. Chapter 3 has two sections. The first section introduces the quantile-based control function approach (QCFA) proposed by Chesher (2003) to compare and contrast other results in Chapter 4 and 5. The second section contains new findings on the local endogeneity bias and testability of endogeneity. Chapter 4 assumes that the structural relations are differentiable and applies the QCFA to several models for discrete outcomes. Chapter 4 reports point identification results of partial derivatives with respect to a continuously varying endogenous variable. Chapter 5 relaxes differentiability assumptions and apply the QCFA with an ordered discrete endogeneous variable. The model in Chapter 5 set identifies partial differences of a nonseparable structural function.
| Type: | Thesis (Doctoral) |
|---|---|
| Title: | Nonparametric structural analysis of discrete data: the quantile-based control function approach |
| Open access status: | An open access version is available from UCL Discovery |
| Language: | English |
| 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/516136 |
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