What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?

What do instrumental variable models deliver with discrete dependent variables?

Instrumental Variable Models for Discrete Outcomes

Single equation instrumental variable models for discrete outcomes are shown to be set not point identifying for the structural functions that deliver the values of the discrete outcome. Identi…ed sets are derived for a general nonparametric model and sharp set identi…cation is demonstrated. Point identi…cation is typically not achieved by imposing parametric restrictions. The extent of an iden...

Instrumental 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 ...

Generalised instrumental variable models

The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper we extend the application of instrumental variable (IV) methods to a wide class of problems in which multiple values of unobservable variables can be associated with particular combinations of observed endogenous and exogenous variables. In our Generalized In...

Generalized instrumental variable models

The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper we extend the application of instrumental variable (IV) methods to a wide class of problems in which multiple values of unobservable variables can be associated with particular combinations of observed endogenous and exogenous variables. In our Generalized In...