Specification Testing for Nonparametric Structural Models with Monotonicity in Unobservables

Specification Testing for Nonparametric Structural Models with Monotonicity in Unobservables

Monotonicity in a scalar unobservable is a now common assumption in economic theory and applications. 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 its failure...

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Bibliographic Details
Main Authors: HODERLEIN, Stefan, SU, Liangjun, WHITE, Halbert
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2011
Subjects:
Control variables
covariates
endogenous variables
exogeneity
monotonicity
nonparametric
nonseparable
speciÖcation test
unobserved heterogeneity
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1396
https://ink.library.smu.edu.sg/context/soe_research/article/2395/viewcontent/hw_11_07_11_monotonicity_testing_cond_exogeneity.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/1396
https://ink.library.smu.edu.sg/context/soe_research/article/2395/viewcontent/hw_11_07_11_monotonicity_testing_cond_exogeneity.pdf

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