SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION

B-Tier
Journal: Econometric Theory
Year: 2013
Volume: 29
Issue: 2
Pages: 231-266

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I study the partial identifying power of structural single-equation threshold-crossing models for binary responses when explanatory variables may be endogenous. The sharp identified set of threshold functions is derived for the case in which explanatory variables are discrete, and I provide a constructive proof of sharpness. There is special attention to a widely employed semiparametric shape restriction, which requires the threshold-crossing function to be a monotone function of a linear index involving the observable explanatory variables. The restriction brings great computational benefits, allowing calculation of the identified set of index coefficients without calculating the nonparametrically specified threshold function. With the restriction in place, the methods of the paper can be applied to produce identified sets in a class of binary response models with mismeasured explanatory variables.

Technical Details

RePEc Handle
repec:cup:etheor:v:29:y:2013:i:02:p:231-266_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25