Identification in a fully nonparametric transformation model with heteroscedasticity

Link:
Autor/in:
Erscheinungsjahr:
2021
Medientyp:
Text
Schlagworte:
  • Average Treatment Effect
  • Nonseparable Models
  • Moment Inequalities
  • Estimator
  • Models
  • Variable Selection
  • Average Treatment Effect
  • Nonseparable Models
  • Moment Inequalities
  • Estimator
  • Models
  • Variable Selection
Beschreibung:
  • An identification result for nonparametrically transformed location scale models is proven. The result is constructive in the sense that it provides an explicit expression of the transformation function.
Lizenz:
  • info:eu-repo/semantics/closedAccess
Quellsystem:
Forschungsinformationssystem der UHH
Interne Metadaten
Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/1acd1689-b5a3-445a-9c9c-340cc7aaa738