Tightening bounds in triangular systems

Désiré Kédagni; Ismael Mourifié

doi:10.1016/j.econlet.2014.10.019

Tightening bounds in triangular systems

Désiré Kédagni
, Ismael Mourifié

Research output: Contribution to journal › Article › peer-review

Abstract

This note discusses partial identification in a nonparametric triangular system with discrete endogenous regressors and nonseparable errors. Recently, Jun et al. (2011, JPX) provide bounds on the structural function evaluated at particular values using exclusion, exogeneity and rank conditions. We propose a simple idea that often allows to improve the JPX bounds without invoking a new set of assumptions. Moreover, we show how our idea can be used to tighten existing bounds on the structural function in more general triangular systems.

Original language	English
Pages (from-to)	455-458
Number of pages	4
Journal	Economics Letters
Volume	125
Issue number	3
DOIs	https://doi.org/10.1016/j.econlet.2014.10.019
State	Published - Dec 1 2014

Keywords

Instrumental variables
Nonparametric triangular systems
Partial identification
Rank conditions

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abstract = "This note discusses partial identification in a nonparametric triangular system with discrete endogenous regressors and nonseparable errors. Recently, Jun et al. (2011, JPX) provide bounds on the structural function evaluated at particular values using exclusion, exogeneity and rank conditions. We propose a simple idea that often allows to improve the JPX bounds without invoking a new set of assumptions. Moreover, we show how our idea can be used to tighten existing bounds on the structural function in more general triangular systems.",

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AU - Mourifié, Ismael

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N2 - This note discusses partial identification in a nonparametric triangular system with discrete endogenous regressors and nonseparable errors. Recently, Jun et al. (2011, JPX) provide bounds on the structural function evaluated at particular values using exclusion, exogeneity and rank conditions. We propose a simple idea that often allows to improve the JPX bounds without invoking a new set of assumptions. Moreover, we show how our idea can be used to tighten existing bounds on the structural function in more general triangular systems.

AB - This note discusses partial identification in a nonparametric triangular system with discrete endogenous regressors and nonseparable errors. Recently, Jun et al. (2011, JPX) provide bounds on the structural function evaluated at particular values using exclusion, exogeneity and rank conditions. We propose a simple idea that often allows to improve the JPX bounds without invoking a new set of assumptions. Moreover, we show how our idea can be used to tighten existing bounds on the structural function in more general triangular systems.

KW - Instrumental variables

KW - Nonparametric triangular systems

KW - Partial identification

KW - Rank conditions

UR - https://www.scopus.com/pages/publications/84910627817

U2 - 10.1016/j.econlet.2014.10.019

DO - 10.1016/j.econlet.2014.10.019

M3 - Article

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SN - 0165-1765

VL - 125

SP - 455

EP - 458

JO - Economics Letters

JF - Economics Letters

IS - 3

ER -

Tightening bounds in triangular systems

Abstract

Keywords

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