Identification and estimation of semiparametric two-step models
نویسندگان
چکیده
منابع مشابه
Identification and Estimation of Semiparametric Two Step Models∗
LetH0(X) be a function that can be nonparametrically estimated. Suppose E [Y |X ] = F0[X⊤β0, H0(X)]. Many models fit this framework, including latent index models with an endogenous regressor, and nonlinear models with sample selection. We show that the vector β0 and unknown function F0 are generally point identified without exclusion restrictions or instruments, in contrast to the usual assump...
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ژورنال
عنوان ژورنال: Quantitative Economics
سال: 2016
ISSN: 1759-7323
DOI: 10.3982/qe328