A discontinuity test for identification in triangular nonseparable models

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• 作者：Carolina Caetano^a ; ^{carol.caetano@rochester.edu" class="auth_mail" title="E-mail the corresponding author} ; Christoph Rothe^b ; ^{cr2690@columbia.edu" class="auth_mail" title="E-mail the corresponding author} ; Neşe Yıldız^a ; ^{nese.yildiz@rochester.edu" class="auth_mail" title="E-mail the corresponding author}
• 关键词：C12 ; C14 ; C31 ; C36 ; C52
• 刊名：Journal of Econometrics
• 出版年：2016
• 出版时间：July 2016
• 年：2016
• 卷：193
• 期：1
• 页码：113-122
• 全文大小：449 K

文摘

This paper presents a test for the validity of control variable approaches to identification in triangular nonseparable models. Assumptions commonly imposed to justify such methods include full independence of instruments and disturbances and existence of a reduced form that is strictly monotonic in a scalar disturbance. We show that if the data has a particular structure, namely that the distribution of the endogenous variable has a mass point at the lower (or upper) boundary of its support, validity of the control variable approach implies a continuity condition on an identified function, which can be tested empirically.