Estimating a nonparametric triangular model with binary endogenous regressors
نویسندگان
چکیده
منابع مشابه
Estimating a Nonparametric Triangular Model with Binary Endogenous Regressors
We consider identification and estimation in a nonparametric triangular system with a binary endogenous regressor and nonseparable errors. For identification we take a control function approach utilizing the Dynkin system idea developed in Jun, Pinkse, and Xu (2011, JPX11) and extended in Kédagni and Mourifie (2014, KM14), by which we articulate various tradeoff relations among continuity, mono...
متن کاملNonparametric Estimation with Binary Endogenous Regressors: An Application to Voluntary Pollution Abatement
I present a fully nonparametric regression model in which the endogenous regressor is binary. The model is based on a nonparametric two-stage least squares procedure that uses a recently developed constrained local-linear regression estimator in the first stage in order to account for the binary nature of the outcome variable. I demonstrate the usefulness of this procedure by conducting an empi...
متن کاملEfficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors
Let Y = μ∗(X)+ε, where μ∗ is unknown and E[ε|X] 6= 0 with positive probability but there exist instrumental variables W such that E[ε|W ] = 0 w.p.1. It is well known that such nonparametric regression models are generally “ill-posed” in the sense that the map from the data to μ∗ is not continuous. In this paper, we derive the efficiency bounds for estimating certain linear functionals of μ∗ wit...
متن کاملA Simple Estimator for Binary Choice Models With Endogenous Regressors
This paper provides a few variants of a simple estimator for binary choice models with endogenous or mismeasured regressors, or with heteroskedastic errors, or with panel fixed effects. Unlike control function methods, which are generally only valid when endogenous regressors are continuous, the estimators proposed here can be used with limited, censored, continuous, or discrete endogenous regr...
متن کاملInstrumental Variables Estimation of Nonparametric Models with Discrete Endogenous Regressors
This paper presents new instrumental variables estimators for nonparametric models with discrete endogenous regressors. The model speci cation is su ciently general to include structural models, triangular simultaneous equations and certain models of measurement error. Restricting the analysis to discrete endogenous regressors is an integral component of the analysis since a similar model with ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2016
ISSN: 1368-4221
DOI: 10.1111/ectj.12066