离散工具变量下不可分三角模型的识别

Identification of Nonseparable Triangular Models With Discrete Instruments

Econometrica · 2015
被引 91
人大 A+FT50ABS 4*

中文导读

研究了当工具变量为离散时,如何通过强外生性和双重单调性条件识别一个连续结果与连续内生变量之间的不可分函数,并指出该模型可检验。

Abstract

We study the identification through instruments of a nonseparable function that relates a continuous outcome to a continuous endogenous variable. Using group and dynamical systems theories, we show that full identification can be achieved under strong exogeneity of the instrument and a dual monotonicity condition, even if the instrument is discrete. When identified, the model is also testable. Our results therefore highlight the identifying power of strong exogeneity when combined with monotonicity restrictions.

非参数识别非可分三角模型离散工具变量强外生性