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Nonparametric structural analysis of discrete data : the quantile-based control function approach

The first chapter is introduction and Chapter 2 proposes formal frameworks for identifiability and testability of structural features allowing for set identification. The results in Chapter 2 are used in other chapters. The second section of Chapter 3, Chapter 4 and Chapter 5 contain new results. Chapter 3 has two sections. The first section introduces the quantile-based control function approach (QCFA) proposed by Chesher (2003) to compare and contrast other results in Chapter 4 and 5. The second section contains new findings on the local endogeneity bias and testability of endogeneity. Chapter 4 assumes that the structural relations are differentiable and applies the QCFA to several models for discrete outcomes. Chapter 4 reports point identification results of partial derivatives with respect to a continuously varying endogenous variable. Chapter 5 relaxes differentiability assumptions and apply the QCFA with an ordered discrete endogeneous variable. The model in Chapter 5 set identifies partial differences of a nonseparable structural function.

Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:565084
Date January 2010
CreatorsLee, J.
PublisherUniversity College London (University of London)
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://discovery.ucl.ac.uk/516136/

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