Testing for Monotonicity in Unobservables under Unconfoundedness
Monotonicity in a scalar unobservable is a common assumption when modeling heterogeneity in structural models. 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 in s...
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Main Authors: | HODERLEIN, Stefan, SU, Liangjun, WHITE, Halbert, YANG, Thomas Tao |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2016
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Online Access: | https://ink.library.smu.edu.sg/soe_research/1785 https://ink.library.smu.edu.sg/context/soe_research/article/2784/viewcontent/03_2016.pdf |
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Institution: | Singapore Management University |
Language: | English |
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