Nonparametric identification under discrete variation

Andrew Chesher

No 19/03, CeMMAP working papers from Institute for Fiscal Studies

Abstract: This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function which depends on a discrete endogenous variable and is nonseparable in a latent variate. The function may deliver values of a discrete or continuous outcome and instruments may be discrete valued. Application of the analog principle leads to quantile regression based interval estimators of values and partial differences of structural functions. The results are used to investigate the nonparametric identifying power of the quarter of birth instruments used by Angrist and Krueger (1991) in their study of the returns to schooling.

Date: 2003-12-14
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Nonparametric Identification under Discrete Variation (2005)
Working Paper: Nonparametric identification under discrete variation (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:azt:cemmap:19/03

DOI: 10.1920/wp.cem.2003.1903

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