DMCA
Identi cation in additive error models with discrete endogenous variables (2004)
by
Andrew Chesher
,
Andrew Chesher
BibTeX
@MISC{Chesher04identication,
author = {Andrew Chesher and Andrew Chesher},
title = {Identi cation in additive error models with discrete endogenous variables},
year = {2004}
}
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Abstract
Abstract. In additive error models with a discrete endogenous variable identi cation 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. 1.
