Set identification and sensitivity analysis with Tobin regressors

We give semiparametric identification and estimation results for econometric models with a regressor that is endogenous, bound censored, and selected; it is called a Tobin regressor. First, we show that the true parameter value is set-identified and characterize the identification sets. Second, we p...

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Bibliographic Details
Main Authors: Chernozhukov, Victor V., Rigobon, Roberto, Stoker, Thomas Martin
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:en_US
Published: The Econometric Society 2013
Online Access:http://hdl.handle.net/1721.1/75828
https://orcid.org/0000-0002-9054-3804
https://orcid.org/0000-0003-0395-7177
https://orcid.org/0000-0002-3250-6714