摘要翻译:
在具有不可分和/或多维异质性的计量经济模型中,控制变量是控制内生性的重要手段。我们允许离散的工具,给出了内生变量和控制变量影响结果的各种限制下的识别结果。我们考虑许多感兴趣的结构对象,如平均或分位数处理效果。我们用恩格尔曲线估计的经验应用来说明我们的结果。
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英文标题:
《Control Variables, Discrete Instruments, and Identification of
Structural Functions》
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作者:
Whitney Newey and Sami Stouli
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最新提交年份:
2019
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分类信息:
一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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英文摘要:
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete instruments, giving identification results under a variety of restrictions on the way the endogenous variable and the control variables affect the outcome. We consider many structural objects of interest, such as average or quantile treatment effects. We illustrate our results with an empirical application to Engel curve estimation.
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PDF链接:
https://arxiv.org/pdf/1809.05706