On the testability of identification in some nonparametric models with endogeneity
保存先:
| 出版年: | IDEAS Working Paper Series from RePEc (2012), p. n/a |
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| 第一著者: | |
| その他の著者: | , |
| 出版事項: |
Federal Reserve Bank of St. Louis
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| 主題: | |
| オンライン･アクセス: | Citation/Abstract Full text outside of ProQuest |
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| 抄録: | This paper examines three distinct hypothesis testing problems that arise in the context of identification of some nonparametric models with endogeneity. The first hypothesis testing problem we study concerns testing necessary conditions for identification in some nonparametric models with endogeneity involving mean independence restrictions. These conditions are typically referred to as completeness conditions. The second and third hypothesis testing problems we examine concern testing for identification directly in some nonparametric models with endogeneity involving quantile independence restrictions. For each of these hypothesis testing problems, we provide conditions under which any test will have power no greater than size against any alternative. In this sense, we conclude that no nontrivial tests for these hypothesis testing problems exist. |
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| ソース: | ABI/INFORM Global |