Testing Monotonicity in Unobservables with Panel Data
Monotonicity in a scalar unobservable is a crucial identifying assumption for an important class of nonparametric structural models accommodating unobserved heterogeneity. Tests for this monotonicity have previously been unavailable. This paper proposes and analyzes tests for scalar monotonicity usi...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2013
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1717 https://ink.library.smu.edu.sg/context/soe_research/article/2716/viewcontent/monotonicity_panel_20130414_wp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |