Arbeitspapier
Identification of a triangular two equation system without instruments
We show that a standard linear triangular two equation system can be point identified, without the use of instruments or any other side information. We find that the only case where the model is not point identified is when a latent variable that causes endogeneity is normally distributed. In this non-identified case, we derive the sharp identified set. We apply our results to Acemoglu and Johnson's (2007) model of life expectancy and GDP, obtaining point identification and comparable estimates to theirs, without using their (or any other) instrument.
- Language
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Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP41/20
- Classification
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Wirtschaft
- Event
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Geistige Schöpfung
- (who)
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Lewbel, Arthur
Schennach, Susanne M.
Zhang, Linqi
- Event
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Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
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2020
- DOI
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doi:10.47004/wp.cem.2020.4120
- Handle
- Last update
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10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Lewbel, Arthur
- Schennach, Susanne M.
- Zhang, Linqi
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2020
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