Generalization of a Result on "Regression, Short and Long"

Francesca Molinari and Marcin Peski

Working Papers from Cornell University, Center for Analytic Economics

Abstract: This paper is concerned with the problem of combining a data set that identifies the conditional distribution P (y|x) with one that identifies the conditional distribution P (z|x), in order to identify the regressions E (y|x, middot) identical with [E (y|x, z = j), j element of Z] when the conditional distribution P (y|x, z) is unknown. Cross and Manski (2002) studied this problem and showed that the identification region of E (y|x, middot) can be precisely calculated, when y has finite support. Here we generalize Cross and Manski's result showing that the identification region can be precisely calculated also in the case in which y has infinite support.

Date: 2005-03
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://cae.economics.cornell.edu/05-09.pdf

Related works:
Journal Article: GENERALIZATION OF A RESULT ON “REGRESSIONS, SHORT AND LONG” (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ecl:corcae:05-09

Access Statistics for this paper

More papers in Working Papers from Cornell University, Center for Analytic Economics Contact information at EDIRC.
Bibliographic data for series maintained by ().