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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Bibliographic Details
Main Authors: SU, Liangjun, HODERLEIN, Stefan, WHITE, Halbert
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
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
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