Arbeitspapier
On the testability of identification in some nonparametric models with endogeneity
This paper examines three distinct hypothesis testing problems that arise in the context of identification of some nonparametric models with endogeneity. The first hypothesis testing problem we study concerns testing necessary conditions for identification in some nonparametric models with endogeneity involving mean independence restrictions. These conditions are typically referred to as completeness conditions. The second and third hypothesis testing problems we examine concern testing for identification directly in some nonparametric models with endogeneity involving quantile independence restrictions. For each of these hypothesis testing problems, we provide conditions under which any test will have power no greater than size against any alternative. In this sense, we conclude that no nontrivial tests for these hypothesis testing problems exist.
- Language
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Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP18/12
- Classification
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Wirtschaft
- Subject
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Instrumental Variables
Identification
Completeness
Bounded Completeness
- Event
-
Geistige Schöpfung
- (who)
-
Canay, Ivan
Santos, Andres
Shaikh, Azeem
- Event
-
Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
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2012
- DOI
-
doi:10.1920/wp.cem.2012.1812
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
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
- Canay, Ivan
- Santos, Andres
- Shaikh, Azeem
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2012
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