This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity.
The authors consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility functions up to scale, in consumption based asset pricing Euler equations. This is the first paper to prove nonparametric identification of Euler equations under low level conditions (without imposing functional restrictions or just assuming completeness).
We study a linear index binary response model with random coefficients B allowed to be correlated with regressors X. We identify the mean of the distribution of B and show how the mean can be interpreted as a vector of expected relative effects.
The triangular model is a very popular way to capture endogeneity. In this paper, the authors study the triangular model with random coefficients and exogenous regressors in both equations.
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity.
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity
This paper introduces average treatment effects conditional on the outcomes variable in an endogenous setup where outcome Y, treatment X and instrument Z are continuous.
This paper studies the identification of nonseparable models with continuous, endogenous regressors, also called treatments, using repeated cross sections.
This paper studies identification and estimation in a binary response model with random coefficients B allowed to be correlated with regressors X.The objective is to identifiy the mean of the distribution of B and estimate a trimmed mean of this distribution.
In this paper we study nonparametric estimation in a binary treatment model where the outcome equation is of unrestricted form, and the selection equation contains multiple unobservables that enter through a nonparametric random coefficients specification.
Rationality places strong restrictions on individual consumer behavior. This paper is concerned with assessing the validity of the integrability constraints imposed by standard utility maximization, arising in classical consumer demand analysis.
