Testing Monotonicity in Unobservables with Panel Data

• المؤلفون الرئيسيون: SU, Liangjun, HODERLEIN, Stefan, WHITE, Halbert
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2013
• الموضوعات: monotonicity; nonparametric; nonseparable; specification test; unobserved heterogeneity; Econometrics; Economics
• الوصول للمادة أونلاين: 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

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...