scholarly journals Partial independence in nonseparable models

2016 ◽  
Author(s):  
Alexandre Poirier ◽  
Matthew Masten
Keyword(s):  
Nonseparable Models

Identification in nonseparable models with measurement errors and endogeneity

2016 ◽  
Vol 144 ◽  
pp. 33-36 ◽  
Author(s):  
Yingyao Hu ◽  
Ji-Liang Shiu ◽  
Tiemen Woutersen
Keyword(s):  
Measurement Errors ◽  
Nonseparable Models

scholarly journals Estimating Derivatives in Nonseparable Models with Limited Dependent Variables

2008 ◽  
Author(s):  
Joseph Altonji ◽  
Hidehiko Ichimura ◽  
Taisuke Otsu
Keyword(s):  
Limited Dependent Variables ◽  
Dependent Variables ◽  
Nonseparable Models

scholarly journals PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS

2020 ◽  
pp. 1-32
Author(s):  
Takuya Ishihara
Keyword(s):  
Instrumental Variables ◽  
Conditional Distribution ◽  
Explanatory Variable ◽  
Real Data ◽  
Partial Identification ◽  
Distribution Functions ◽  
Endogenous Variable ◽  
Structural Function ◽  
Nonseparable Models ◽  
Power Point

In this study, we explore the partial identification of nonseparable models with continuous endogenous and binary instrumental variables. We show that the structural function is partially identified when it is monotone or concave in the explanatory variable. D’Haultfœuille and Février (2015, Econometrica 83(3), 1199–1210) and Torgovitsky (2015, Econometrica 83(3), 1185–1197) prove the point identification of the structural function under a key assumption that the conditional distribution functions of the endogenous variable for different values of the instrumental variables have intersections. We demonstrate that, even if this assumption does not hold, monotonicity and concavity provide identification power. Point identification is achieved when the structural function is flat or linear with respect to the explanatory variable over a given interval. We compute the bounds using real data and show that our bounds are informative.

Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors

Econometrica ◽  
2005 ◽  
Vol 73 (4) ◽  
pp. 1053-1102 ◽  
Author(s):  
Joseph G. Altonji ◽  
Rosa L. Matzkin
Keyword(s):  
Panel Data ◽  
Cross Section ◽  
Endogenous Regressors ◽  
Nonseparable Models

A discontinuity test for identification in triangular nonseparable models

2016 ◽  
Vol 193 (1) ◽  
pp. 113-122 ◽  
Author(s):  
Carolina Caetano ◽  
Christoph Rothe ◽  
Neşe Yıldız
Keyword(s):  
Nonseparable Models

scholarly journals Risk, Ambiguity, and the Rank-Dependence Axioms

2009 ◽  
Vol 99 (1) ◽  
pp. 385-392 ◽  
Author(s):  
Mark J Machina
Keyword(s):  
Expected Utility ◽  
Subjective Expected Utility ◽  
Choquet Expected Utility ◽  
Risk Ambiguity ◽  
Rank Dependence ◽  
Nonseparable Models ◽  
Utility Preferences

Choice problems in the spirit of Ellsberg (1961) suggest that rank-dependent (“Choquet expected utility”) preferences over subjective gambles might be subject to the same difficulties that Ellsberg's earlier examples posed for subjective expected utility. These difficulties stem from event-separability properties that rank-dependent preferences partially retain from expected utility, and suggest that nonseparable models of preferences might be better at capturing features of behavior that lead to these paradoxes. (JEL D81)

scholarly journals Estimating Derivatives in Nonseparable Models with Limited Dependent Variables

2011 ◽  
Author(s):  
Joseph G. Altonji ◽  
Hidehiko Ichimura ◽  
Taisuke Otsu
Keyword(s):  
Limited Dependent Variables ◽  
Dependent Variables ◽  
Nonseparable Models

scholarly journals Structural measurement errors in nonseparable models

2010 ◽  
Vol 157 (2) ◽  
pp. 432-440 ◽  
Author(s):  
Stefan Hoderlein ◽  
Joachim Winter
Keyword(s):  
Measurement Errors ◽  
Nonseparable Models
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