A discontinuity test for identification in triangular nonseparable models

Quasi-experimental study designs series—paper 7: assessing the assumptions

“…Recently, a number of new tests of the exclusion restriction have been developed that do not require more instruments than endogenous explanatory variables [31][32][33][34][35][36][37]. These tests derive implications of the exclusion restriction and then test whether estimation using an instrument in a given application generates these implications.…”

Semiparametric Estimation With Generated Covariates

“…See their references for a list of examples, and Andrews (1995), Song (2008) and Sperlich (2009) for related results. Examples of semiparametric applications with generated covariates include Olley and Pakes (1996), Heckman, Ichimura, and Todd (1998), Li and Wooldridge (2002), Levinsohn and Petrin (2003), Blundell and Powell (2004), Linton, Sperlich, and Van Keilegom (2008), Rothe (2009), Escanciano, Jacho-Chávez, and Lewbel (2012) and Caetano, Rothe, and Yildiz (2014), among many others. Song (2013) studies a class of semiparametric models with generated covariates that have a single-index structure, and shows that adaptive estimation is possible in such models under weak conditions (see also Song (2012)).…”

Nonseparable sample selection models with censored selection rules

“…We also consider the use of bounds for the global effects. Thus, we view our paper as complementary to Caetano et al (2016).…”

“…Our paper is also related to Caetano et al (2016), which studied a nonseparable model with an endogenous regressor featuring a mass point at some known value. This includes censoring as a special case.…”