Artikel
Control functions in nonseparable simultaneous equations models
The control function approach (Heckman and Robb (1985)) in a system of linear simultaneous equations provides a convenient procedure to estimate one of the functions in the system using reduced form residuals from the other functions as additional regressors. The conditions on the structural system under which this procedure can be used in nonlinear and nonparametric simultaneous equations has thus far been unknown. In this paper, we define a new property of functions called control function separability and show it provides a complete characterization of the structural systems of simultaneous equations in which the control function procedure is valid.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Quantitative Economics ; ISSN: 1759-7331 ; Volume: 5 ; Year: 2014 ; Issue: 2 ; Pages: 271-295 ; New Haven, CT: The Econometric Society
- Klassifikation
-
Wirtschaft
- Thema
-
Nonseparable models
simultaneous equations
control functions
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Blundell, Richard
Matzkin, Rosa L.
- Ereignis
-
Veröffentlichung
- (wer)
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The Econometric Society
- (wo)
-
New Haven, CT
- (wann)
-
2014
- DOI
-
doi:10.3982/QE281
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
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Objekttyp
- Artikel
Beteiligte
- Blundell, Richard
- Matzkin, Rosa L.
- The Econometric Society
Entstanden
- 2014
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