Identification of marginal effects in nonseparable models without monotonicity

By Stefan Hoderlein, Enno Mammen. 2007

160 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/edc2c1151dfc7639c9b1cb3ffb8b726fd9e73555

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In Economics and Econometrics

Citations in the corpus

Random Coefficients on Endogenous Variables in Simultaneous Equations Models (2014, background): “Also see the handbook chapters of Hsiao (1983), Intriligator (1983), and Hausman (1983), as well as the classic book by Fisher (1966).”
ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY (2009, background): “An alternative route to heterogeneity is to dispense with identifiability of mixing distributions and to check for identification of local average marginal effects; see, e.g., Hoderlein (2007) and Hoderlein and Mammen (2007, 2008).”
Nonparametric identification in panels using quantiles (2013, methodology): “This is the object considered in Hoderlein and White (2012) and is similar to the local average response considered in Altonji and Matzkin (2005).”
Local indirect least squares and average marginal effects in nonseparable structural systems (2012, methodology): “An e¤ective way to recover and estimate well-de ned e¤ects of interest in such circumstances is to use control variables (see, e.g., Altonji and Matzkin, 2005; Hoderlein and Mammen, 2007; Hoderlein, 2005, 2007; and Imbens and Newey, 2009).”
Nonparametric estimation of distributional policy effects (2010, unknown): “Identification in nonseparable models is a potentially delicate issue, that has attracted considerable interest in the recent literature (see for example Chesher (2003), Matzkin (2003), Imbens and Newey (2006) or Hoderlein and Mammen (2007)).”
Identification of Nonseparable Models Using Instruments With Small Support (2015, background): “As emphasized by Imbens (2007) and Hoderlein and Mammen (2007, 2009), many ideal structural relationships in economics cannot be characterized as depending monotonically on a single latent term.”
Instrumental Variables: An Econometrician's Perspective (2014, unknown): “Key references to this literature are Brown (1983), Roehrig (1988), Newey and Powell (2003), Chesher (2003, 2010), Benkard and Berry (2006), Matzkin (2003, 2007), Altonji and Matzkin (2005), Imbens and Newey (2009), Hoderlein and Mammen (2007), Horowitz (2011) and Horowitz and Lee (2007).”
UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION (2011, background): “…quantile function is also central in the identification of the impact of such shocks or of more general parameters in nonseparable models in microeconometrics, see Chesher (2003), Chernozhukov and Hansen (2005), Holderlein and Mammen (2007) and Imbens and Newey (2009) to mention just a few.”
Identification and estimation of local average derivatives in non-separable models without monotonicity (2009, unknown): “We show by a counterexample that a generalization of the Hoderlein and Mammen ( 2007 ) theorem to the multivariate case is not possible without additional substantial assumptions .”
Partial Distributional Policy Effects (2011, unknown): “In the context of identification in nonseparable models, a similar assumption is employed by Hoderlein and Mammen (2007).”
Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness (2011, methodology): “Extending earlier work in Hoderlein (2010), Hoderlein and Mammen (2007) establish interpretation of the derivative of the conditional quantile (a scalar valued function”
An Extended Class of Instrumental Variables for the Estimation of Causal Effects (2011, background): “…of Heckman (1997), Abadie (2003), Matzkin (2003, 2004, 2008), Heckman and Vytlacil (2005), Hoderlein (2005), Heckman, Urzua, and Vytlacil (2006), Hoderlein and Mammen (2007), Imbens and Newey (2009), White and Chalak (2009a), Schennach, White, and Chalak (2009), and Song, Schennach, and White…”