E Vytlacil… - Econometrica, 2007 - Wiley Online Library
In this paper, we consider the nonparametric identification and estimation of the average
effect of a dummy endogenous regressor in models where the regressors are weakly but not
additively separable from the error term. The model is not required to be strictly increasing ...
AM Shaikh, M Simonsen,
EJ Vytlacil… - 2005 - mit.econ.au.dk
Abstract Propensity score matching has become a popular method for the evaluation of
treatment effects. In empirical applications, researchers almost always impose a parametric
model for the propensity score. This raises the possibility that the model is misspecified ...
AM Shaikh, M Simonsen,
EJ Vytlacil… - Journal of Econometrics, 2009 - Elsevier
Propensity score matching has become a popular method for the estimation of average
treatment effects. In empirical applications, researchers almost always impose a parametric
model for the propensity score. This practice raises the possibility that the model for the ...
N Yildiz - Unpublished manuscript, 2004 - eea-esem.com
Abstract This paper presents computationally simple estimators for the index coefficients in a
binary choice model with a binary endogenous regressor without relying on distributional
assumptions or on large support conditions and yields root-n consistent and ...
N Yıldız - 2012 - eaf.ku.edu.tr
Page 1. KOÇ UNIVERSITY-TÜSİAD ECONOMIC RESEARCH FORUM WORKING PAPER SERIES
ESTIMATION OF BINARY CHOICE MODELS WITH LINEAR INDEX AND DUMMY ENDOGENOUS
VARIABLES Nese Yıldız Working Paper 1202 January 2012 ...
[CITATION] Dummy Endogenous Variables in Weakly Separable Models (Rough and incomplete: mid revision)
N YIldIz - Economics Letters, 2011 - Elsevier
We show the identification of important features of the model in a perfect information entry
game with two players and asymmetric payoffs when there are no unbounded regressors
and the distribution of the unobservables is not parametrically specified.
N Yildiz - 2006 - gradworks.umi.com
Abstract: This dissertation presents new estimation methods for econometric models with
binary endogenous regressors. The first essay focuses on a triangular system of equations
where both the equation for the binary outcome and the equation for the dummy ...
Y Kovchegov, R Raich… - 2010 - economics.uchicago.edu
Page 1. Inference in Nonparametric Instrumental Variables Models ** VERY PRELIMINARY AND
INCOMPLETE. PLEASE DO NOT CIRCULATE WITHOUT CHECKING WITH THE AUTHORS **
Yevgeniy Kovchegov∗, Raviv Raich†and Nese Yıldız‡ March 8, 2010 ...
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