Arbeitspapier
Control variables, discrete instruments, and identification of structural functions
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete instruments, giving identi cation results under a variety of restrictions on the way the endogenous variable and the control variables affect the outcome. We consider many structural objects of interest, such as average or quantile treatment effects. We illustrate our results with an empirical application to Engel curve estimation.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP55/18
- Klassifikation
-
Wirtschaft
Semiparametric and Nonparametric Methods: General
Multiple or Simultaneous Equation Models: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
Multiple or Simultaneous Equation Models: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- Thema
-
Control variables
discrete instruments
structural functions
endogeneity
partially parametric
nonseparable models
identification
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Newey, Whitney K.
Stouli, Sami
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2018
- DOI
-
doi:10.1920/wp.cem.2018.5518
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Newey, Whitney K.
- Stouli, Sami
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2018
Ähnliche Objekte (12)
Nonparametric identification with discrete endogenous variables
Identification of structural dynamic discrete choice models
Identification in additive error models with discrete endogenous variables
Nonparametric identification under discrete variation
Discrete harmonic functions in a quadrant
Functions of several variables
Functions of several variables
Nonparametric Identification of Discrete Choice Models
Discrete regularization for parameter identification problems
Analysis of change in discrete variables
Robust estimation with discrete explanatory variables
Instrumental variable models for discrete outcomes
Nonparametric identification with discrete endogenous variables
Identification of structural dynamic discrete choice models
Identification in additive error models with discrete endogenous variables
Nonparametric identification under discrete variation
Discrete harmonic functions in a quadrant
Functions of several variables
Functions of several variables
Nonparametric Identification of Discrete Choice Models
Discrete regularization for parameter identification problems
Analysis of change in discrete variables
Robust estimation with discrete explanatory variables
Instrumental variable models for discrete outcomes
Nonparametric identification with discrete endogenous variables
Identification of structural dynamic discrete choice models
Identification in additive error models with discrete endogenous variables
Nonparametric identification under discrete variation
Discrete harmonic functions in a quadrant
Functions of several variables
Functions of several variables
Nonparametric Identification of Discrete Choice Models
Discrete regularization for parameter identification problems
Analysis of change in discrete variables
Robust estimation with discrete explanatory variables