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- W3090246969 abstract "I develop a new identification approach for partial effects in nonseparable models with endogeneity. I use a proxy variable for the unobserved heterogeneity correlated with the endogenous variable to construct a valid control function, where the definition of a proxy variable is the same as in the measurement error literature. The identifying assumptions are distinct from existing methods, in particular instrumental variables and selection on observables approaches, and I provide an alternative identification strategy in settings where existing approaches are not applicable. Building on the identification result, I consider three estimation approaches, ranging from nonparametric to flexible parametric methods, and characterize asymptotic properties of the proposed estimators." @default.
- W3090246969 created "2020-10-08" @default.
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- W3090246969 date "2018-11-01" @default.
- W3090246969 modified "2023-09-27" @default.
- W3090246969 title "Identification and Estimation of Partial Effects with Proxy Variables" @default.
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