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...
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 |
Similar Items
-
Censored Regressors and Expansion Bias
by: Rigobon, Roberto, et al.
Published: (2004) -
Conditional quantile processes based on series or many regressors
by: Belloni, Alexandre, et al.
Published: (2019) -
Conditional Quantile Processes Based on Series or Many Regressors
by: Belloni, Alexandre, et al.
Published: (2011) -
Tobin's Q and Financial Ratio Analysis
by: , KUSUMAWATI, Rosita, et al.
Published: (2004) -
Financial frictions investment and Tobin's q
by: Lorenzoni, Guido, et al.
Published: (2011)