Nonparametric Identification under Discrete Variation

By A. Chesher. 2003

180 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/bba0152ee632087acb75250d1a78e789e3dac048

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In Economics and Econometrics

Citations in the corpus

Instrumental Variable Models for Discrete Outcomes (2008, background): “8But not when endogenous variables are discrete, Chesher (2005).”
Partial Distributional Policy Effects (2011, unknown): “I would like to thank the co-editor (Jean-Marc Robin), the referees, Joshua Angrist, Andrew Chesher, Sergio Firpo, Bernd Fitzenberger, Myoung-jae Lee, Thomas Lemieux, Thierry Magnac, and conference/seminar participants at ESEM 2009 Barcelona, EALE/SOLE 2010 Meeting London, EC2 Meeting 2010 Toulouse,”
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.”
Changes in Compulsory Schooling, Education and the Distribution of Wages in Europe (2009, unknown): “When the continuity assumption fails, Chesher’s approach can be extended (see Chesher, 2003; 2005) but does not generally lead to point identification of the function describing the impact without further assumptions.”
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity (2002, background): “continuously distributed. For a discrete endogenous variable, Chesher (2005) uses the assump-”
Set Identified Linear Models (2011, background): “Set identification can also be generated by discrete exogeneous variation such as in Chesher (2005) or by structurally missing information such as in the treatment effect literature (see Fan and Park, 2010 or Fan and Wu, 2010 for recent analyses).”
Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data (2008, background): “Also, there exist striking similarities between our identication results and those of Chesher (2005), even though the topic is quite di¤erent.”
Quantile regression methods for recursive structural equation models (2004, methodology): “1 2 Quantile Regression Methods for Structural Models In a series of recent papers Chesher (2001, 2002, 2003) has considerably expanded the scope of quantile regression methods for structural econometric models.”
A review of instrumental variable estimators for Mendelian randomization (2015, background): “It has been established that the core IV assumptions only identify bounds for the causal effect rather than a single causal estimate.(24,25) However, these bounds are extremely imprecise and even in large samples are rarely informative.”
Identification and estimation of local average derivatives in non-separable models without monotonicity (2009, unknown): “Moreover Chesher ( 2003 , 2005 ) gives more emphasis to identification , while Imbens and Newey ( 2005 ) consider estimation in detail .”
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification (2019, background): “Without imposing monotone constraints, Chesher (2005) provides conditions under which features of a nonseparable structural function that depends on a discrete endogenous variable are partially identified, and in Chesher (2010) (see also Chesher, 2007) he shows that single equation instrumental…”
Unconditional Quantile Treatment Effects Under Endogeneity (2007, unknown): “Some assumptions may be more appropriate in certain settings, other more in others, see, for example, Fan (1993), Masry (1996), or Gozalo and Linton (2000).”