Testing for monotonicity in unobservables under unconfoundedness

• Main Authors: HODERLEIN, Stefan, SU, Liangjun, WHITE, Halbert, YANG, Thomas Tao
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2016
• 主題: Control variables; Conditional exogeneity; Endogenous variables; Monotonicity; Nonparametrics; Nonseparable; Specification test; Unobserved heterogeneity; Econometrics
• 在線閱讀: https://ink.library.smu.edu.sg/soe_research/1909; https://ink.library.smu.edu.sg/context/soe_research/article/2908/viewcontent/Testing_Monotonicity_Unobservables_Unconfoundedness_2016_pp.pdf
• 機構: Singapore Management University

Monotonicity in a scalar unobservable is a common assumption when modeling heterogeneity in structural models. Among other things, it allows one to recover the underlying structural function from certain conditional quantiles of observables. Nevertheless, monotonicity is a strong assumption and in s...