Identification of Nonseparable Triangular Models With Discrete Instruments
成果类型：
Article
署名作者：
D'Haultfoeuille, Xavier; Fevrier, Philippe
署名单位：
Institut Polytechnique de Paris; ENSAE Paris
刊物名称：
ECONOMETRICA
ISSN/ISSBN：
0012-9682
DOI：
10.3982/ECTA10038
发表日期：
2015
页码：
1199-1210
关键词：
摘要：
We study the identification through instruments of a nonseparable function that relates a continuous outcome to a continuous endogenous variable. Using group and dynamical systems theories, we show that full identification can be achieved under strong exogeneity of the instrument and a dual monotonicity condition, even if the instrument is discrete. When identified, the model is also testable. Our results therefore highlight the identifying power of strong exogeneity when combined with monotonicity restrictions.
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