Identification in additive error models with discrete endogenous variables

Andrew Chesher

No CWP11/04, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract:

In additive error models with a discrete endogenous variable identification cannot be achieved under a marginal covariation condition when the support of instruments is sparse relative to the support of the endogenous variable.

An iterated covariation condition with a weak montonicity restriction is shown to have set identifying power.

Pages: 7 pp.
Date: 2004-09-05
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (7)

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Working Paper: Identification in additive error models with discrete endogenous variables (2004)
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