Testing for monotonicity in unobservables under unconfoundedness

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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Bibliographic Details
Main Authors: HODERLEIN, Stefan, SU, Liangjun, WHITE, Halbert, YANG, Thomas Tao
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2016
Subjects:
Control variables
Conditional exogeneity
Endogenous variables
Monotonicity
Nonparametrics
Nonseparable
Specification test
Unobserved heterogeneity
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1909
https://ink.library.smu.edu.sg/context/soe_research/article/2908/viewcontent/Testing_Monotonicity_Unobservables_Unconfoundedness_2016_pp.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/1909
https://ink.library.smu.edu.sg/context/soe_research/article/2908/viewcontent/Testing_Monotonicity_Unobservables_Unconfoundedness_2016_pp.pdf

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