Identification in Nonseparable Models

By A. Chesher. 2003

390 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/1464bd4e65c92dd749b136e2966b5af0a5d1038b

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In Statistics and Probability

Citations in the corpus

Identification in Nonparametric Simultaneous Equations Models (2008, methodology): “Chesher (2003) considered local identification of derivatives in triangular systems with nonadditive random terms.”
Estimation of counterfactual distributions using quantile regression (2006, background): “5 Abadie, Angrist and Imbens (2002), Chesher (2003) , Chernozhukov and Hansen (2006), for instance, have”
Finite Sample Inference for Quantile Regression Models (2006, neutral): “See Chernozhukov, Imbens, and Newey (2006) for a nonparametric analysis of this model and Chesher (2003) for a related nonseparable model.”
Instrumental variables estimation of the average treatment effect in the correlated random coefficient model (2008, background): “monotonicity fails.) Chesher (2003) studies identification under quantile”
Estimation of nonparametric conditional moment models with possibly nonsmooth moments (2008, background): “4See Chesher (2003) and Matzkin (2007) for additional identification results on nonsmooth nonseparable models.”
Quantile Regression: Overview and Selected Applications ∗ (2004, methodology): “…and Imbens (2002) have considered quantile regression methods for estimating endogenous treatment effects focusing on the binary treatment case; Chesher (2003) has expanded considerably the scope of quantile regression methods for structural econometric models by considering triangular…”
Program evaluation with high-dimensional data (2013, background): “2).”
Instrumental Variable Models for Discrete Outcomes (2008, methodology): “…and restricting all latent variates and instrumental variables to be jointly independently distributed produces a triangular system model which can be point identifying.8 This is the control function approach studied in Blundell and Powell (2004), Chesher (2003) and Imbens and Newey (2009).”
Random Coefficients on Endogenous Variables in Simultaneous Equations Models (2014, background): “Imbens and Newey (2009) and Chesher (2003, 2009) allow for a vector unobservable, but restrict attention to triangular structural equations.”
Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables (2014, background): “Moreover, models with discrete EEVs are generally nonparametrically unidentified (for example, Chesher, 2003).”
Instrumental variable methods for recovering continuous linear functionals (2011, background): “In related work, Newey et al. (1999), Chesher (2003, 2005, 2007), Imbens and Newey (2009) and Schennach et al. (2007) explore estimation and identification in triangular systems, while Chalak and White (2006) and White and Chalak (2006) study the identification of causal effects.”
Inference in Nonparametric Instrumental Variables With Partial Identification (2012, background): “In related work, Newey, Powell & Vella (1999), Chesher (2003, 2005, 2007) and Imbens & Newey (2006) explore estimation and identification in triangular systems.”