Identification in additive error models with discrete endogenous variables

Andrew Chesher

No 11/04, CeMMAP working papers from 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.

Date: 2004-09-05
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Working Paper: Identification in additive error models with discrete endogenous variables (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:azt:cemmap:11/04

DOI: 10.1920/wp.cem.2004.1104

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