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  1. Partial independence in nonseparable models
    Author: Masten, Matthew A.; Poirier, Alexandre
    Published: June 17, 2016
    Publisher:  Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL, London

    We analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full statistical independence. The first is based on quantile independence. Selection on unobservables drives deviations from full independence.... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 243 (2016,26)
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    We analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full statistical independence. The first is based on quantile independence. Selection on unobservables drives deviations from full independence. We show that such deviations based on quantile independence require non-monotonic and oscillatory propensity scores. Our second and third approaches are based on a distance-from-independence metric, using either a conditional cdf or a propensity score. Under all three approaches we obtain simple analytical characterizations of identified sets for various parameters of interest. We do this in three models: the exogenous regressor model of Matzkin (2003), the instrumental variable model of Chernozhukov and Hansen (2005), and the binary choice model with nonparametric latent utility of Matzkin (1992).

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/149772
    Series: Cemmap working paper ; CWP 16/26
    Scope: 1 Online-Ressource (circa 87 Seiten), Illustrationen
  2. Assessing sensitivity to unconfoundedness
    estimation and inference
    Author: Masten, Matthew A.; Poirier, Alexandre; Zhang, Linqi
    Published: 2020
    Publisher:  Georgetown University, Department of Economics, Washington, DC

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 545
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / Georgetown University, Department of Economics ; 21, 08
    Subjects: Treatment E ects; Conditional Independence; Unconfoundedness; Selection on Observables; Sensitivity Analysis; Nonparametric Identification; Partial Identification
    Scope: 1 Online-Ressource (circa 78 Seiten), Illustrationen
  3. ivcrc
    an instrumental variables estimator for the correlated random coefficients model
    Author: Benson, David; Masten, Matthew A.; Torgovitsky, Alexander
    Published: June 10, 2020
    Publisher:  Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, Washington, D.C.

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 412
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Finance and economics discussion series ; 2020, 046
    Scope: 1 Online-Ressource (circa 27 Seiten)