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• W2103122023 abstract "I consider a semiparametric version of the nonseparable triangular model of Chesher [Chesher, A., 2003. Identification in nonseparable models. Econometrica 71, 1405–1441]. The proposed model is linear in coefficients, where the coefficients are unknown functions of unobserved latent variables. Using a control variable idea and quantile regression methods, I propose a simple two-step estimator for the coefficients evaluated at particular values of the latent variables. Under the condition that the instruments are locally relevant (i.e. they affect a particular conditional quantile of interest of the endogenous variable) I establish consistency and asymptotic normality. Simulation experiments confirm the theoretical results." @default.
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• W2103122023 date "2009-07-01" @default.
• W2103122023 modified "2023-09-26" @default.
• W2103122023 title "Local structural quantile effects in a model with a nonseparable control variable" @default.
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• W2103122023 doi "https://doi.org/10.1016/j.jeconom.2009.02.011" @default.
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