Arbeitspapier
Nonparametric identification with discrete endogenous variables
This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function which depends on a discrete endogenous variable and is nonseparable in a latent variate. The function may deliver values of a discrete or continuous outcome and instruments may be discrete valued. Application of the analog principle leads to quantile regression based interval estimators of values and partial differences of structural functions. The results are used to investigate the nonparametric identifying power of the quarter of birth instruments used by Angrist and Krueger (1991) in their study of the returns to schooling.
- Sprache
-
Englisch
- Erschienen in
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Series: cemmap working paper ; No. CWP06/03
- Klassifikation
-
Wirtschaft
- Thema
-
Nichtparametrisches Verfahren
Zufallsvariable
- Ereignis
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Geistige Schöpfung
- (wer)
-
Chesher, Andrew
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2003
- DOI
-
doi:10.1920/wp.cem.2003.0603
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Chesher, Andrew
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2003