Testing a conditional form of exogeneity
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Halbert White & Karim Chalak, 2010. "Testing a Conditional Form of Exogeneity," Boston College Working Papers in Economics 733, Boston College Department of Economics.
References listed on IDEAS
- Halbert White & Xun Lu, 2010. "Granger Causality and Dynamic Structural Systems," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 193-243, spring.
- Hoderlein, Stefan, 2011.
"How many consumers are rational?,"
Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
- Stefan Hoderlein, 2009. "How Many Consumers are Rational?," Boston College Working Papers in Economics 748, Boston College Department of Economics.
- Stefan Hoderlein, 2009. "How many consumers are rational?," CeMMAP working papers CWP32/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Hoderlein & Enno Mammen, 2007. "Identification of Marginal Effects in Nonseparable Models Without Monotonicity," Econometrica, Econometric Society, vol. 75(5), pages 1513-1518, September.
- Heckman, J.J. & Hotz, V.J., 1988.
"Choosing Among Alternative Nonexperimental Methods For Estimating The Impact Of Social Programs: The Case Of Manpower Training,"
University of Chicago - Economics Research Center
88-12, Chicago - Economics Research Center.
- James J. Heckman, 1989. "Choosing Among Alternative Nonexperimental Methods for Estimating the Impact of Social Programs: The Case of Manpower Training," NBER Working Papers 2861, National Bureau of Economic Research, Inc.
- Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
- Jinyong Hahn, 2004. "Functional Restriction and Efficiency in Causal Inference," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 73-76, February.
- Guido W. Imbens & Whitney K. Newey, 2009.
"Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity,"
Econometrica, Econometric Society, vol. 77(5), pages 1481-1512, September.
- Guido W. Imbens & Whitney K. Newey, 2002. "Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity," NBER Technical Working Papers 0285, National Bureau of Economic Research, Inc.
- Whitney Newey & Guido Imbens, 2004. "Identification and Estimation of Triangular Simultaneous Equations Models without Additivity," Econometric Society 2004 North American Summer Meetings 594, Econometric Society.
- Joseph G. Altonji & Rosa L. Matzkin, 2005. "Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors," Econometrica, Econometric Society, vol. 73(4), pages 1053-1102, July.
- Guido W. Imbens, 2004.
"Nonparametric Estimation of Average Treatment Effects Under Exogeneity: A Review,"
The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 4-29, February.
- Guido W. Imbens, 2003. "Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review," NBER Technical Working Papers 0294, National Bureau of Economic Research, Inc.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- LaPlue, Lawrence D., 2022. "Environmental consequences of natural gas wellhead pricing deregulation," Journal of Environmental Economics and Management, Elsevier, vol. 116(C).
- Muller, Christophe, 2018.
"Heterogeneity and nonconstant effect in two-stage quantile regression,"
Econometrics and Statistics, Elsevier, vol. 8(C), pages 3-12.
- Christophe Muller, 2017. "Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression," Working Papers halshs-01157552, HAL.
- Christophe Muller, 2018. "Heterogeneity and nonconstant effect in two-stage quantile regression," Post-Print hal-01647474, HAL.
- Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016.
"Testing for monotonicity in unobservables under unconfoundedness,"
Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
- Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2015. "Testing for Monotonicity in Unobservables under Unconfoundedness," Boston College Working Papers in Economics 899, Boston College Department of Economics.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2023.
"Identification with External Instruments in Structural VARs,"
Journal of Monetary Economics, Elsevier, vol. 135(C), pages 1-19.
- Agrippino, Silvia Miranda & Ricco, Giovanni, 2022. "Identification with external instruments in structural VARs," Bank of England working papers 973, Bank of England.
- Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
- Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
- Christoph Breunig & Patrick Burauel, 2021. "Testability of Reverse Causality Without Exogenous Variation," Papers 2107.05936, arXiv.org, revised Apr 2024.
- Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
- Hoderlein, Stefan & White, Halbert, 2012.
"Nonparametric identification in nonseparable panel data models with generalized fixed effects,"
Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
- Stefan Hoderlein & Halbert White, 2009. "Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects," Boston College Working Papers in Economics 746, Boston College Department of Economics.
- Stefan Hoderlein & Halbert White, 2009. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," CeMMAP working papers CWP33/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Karim Chalak & Halbert White, 2011.
"Viewpoint: An extended class of instrumental variables for the estimation of causal effects,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(1), pages 1-51, February.
- Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 1-51, February.
- Schennach, Susanne & White, Halbert & Chalak, Karim, 2012.
"Local indirect least squares and average marginal effects in nonseparable structural systems,"
Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
- Susanne Schennach & Halbert White & Karim Chalak, 2007. "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics 680, Boston College Department of Economics, revised 26 Dec 2009.
- Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
- Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016.
"Testing for monotonicity in unobservables under unconfoundedness,"
Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
- Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2015. "Testing for Monotonicity in Unobservables under Unconfoundedness," Boston College Working Papers in Economics 899, Boston College Department of Economics.
- Dette, Holger & Hoderlein, Stefan & Neumeyer, Natalie, 2016.
"Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness,"
Journal of Econometrics, Elsevier, vol. 191(1), pages 129-144.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2011. "Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness," CeMMAP working papers CWP14/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013. "Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness," Boston College Working Papers in Economics 836, Boston College Department of Economics.
- James J. Heckman, 2008. "The Principles Underlying Evaluation Estimators with an Application to Matching," Annals of Economics and Statistics, GENES, issue 91-92, pages 9-73.
- Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
- Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
- Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
- Liangjun Su & Stefan Hoderlein & Halbert White, 2013. "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics 892, Boston College Department of Economics, revised 01 Feb 2016.
- Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
- Heckman, James J., 2010. "The Assumptions Underlying Evaluation Estimators," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 30(2), December.
- Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
- Chernozhukov, Victor & Fernández-Val, Iván & Hoderlein, Stefan & Holzmann, Hajo & Newey, Whitney, 2015.
"Nonparametric identification in panels using quantiles,"
Journal of Econometrics, Elsevier, vol. 188(2), pages 378-392.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers 66/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP54/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers 54/14, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney Newey, 2013. "Nonparametric Identification in Panels using Quantiles," Papers 1312.4094, arXiv.org, revised Aug 2014.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP66/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Guido W. Imbens, 2020.
"Potential Outcome and Directed Acyclic Graph Approaches to Causality: Relevance for Empirical Practice in Economics,"
Journal of Economic Literature, American Economic Association, vol. 58(4), pages 1129-1179, December.
- Guido Imbens, 2019. "Potential Outcome and Directed Acyclic Graph Approaches to Causality: Relevance for Empirical Practice in Economics," NBER Working Papers 26104, National Bureau of Economic Research, Inc.
- Stefan Hoderlein & Yuya Sasaki, 2013.
"Outcome conditioned treatment effects,"
CeMMAP working papers
CWP39/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome Conditioned Treatment Effects," Boston College Working Papers in Economics 840, Boston College Department of Economics.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers 39/13, Institute for Fiscal Studies.
- Guido W. Imbens & Jeffrey M. Wooldridge, 2009.
"Recent Developments in the Econometrics of Program Evaluation,"
Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
- Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
- Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
- Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
- Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Jun 2024.
More about this item
Keywords
Causality Conditional exogeneity Nonparametric test Treatment effect Unconfoundedness;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:109:y:2010:i:2:p:88-90. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.