Testing Monotonicity in Unobservables with Panel Data

Testing Monotonicity in Unobservables with Panel Data

Monotonicity in a scalar unobservable is a crucial identifying assumption for an important class of nonparametric structural models accommodating unobserved heterogeneity. Tests for this monotonicity have previously been unavailable. This paper proposes and analyzes tests for scalar monotonicity usi...

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書目詳細資料
Main Authors:	SU, Liangjun, HODERLEIN, Stefan, WHITE, Halbert
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2013
主題:	monotonicity nonparametric nonseparable specification test unobserved heterogeneity Econometrics Economics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1717 https://ink.library.smu.edu.sg/context/soe_research/article/2716/viewcontent/monotonicity_panel_20130414_wp.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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