Xavier D'Haultfœuille, Christophe Gaillac, Arnaud Maurel
arXiv 11 Apr 2022 · Econometrics · publishedThe Review of Economic Studies (2024) · 6 citations (OpenAlex)
arXiv:2204.05175 · PDF · DOI · OpenAlex · Extracted main text
We study partially linear models when the outcome of interest and some of the covariates are observed in two different datasets that cannot be linked. This type of data combination problem arises very frequently in empirical microeconomics. Using recent tools from optimal transport theory, we derive a constructive characterization of the sharp identified set. We then build on this result and develop a novel inference method that exploits the specific geometric properties of the identified set. Our method exhibits good performances in finite samples, while remaining very tractable. We apply our approach to study intergenerational income mobility over the period 1850-1930 in the United States. Our method allows us to relax the exclusion restrictions used in earlier work, while delivering confidence regions that are informative.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Olivetti, C. and M. D. Paserman (2015) In the name of the son (and the daughter): Intergenerational mobility in the united states, 1850-1940 | 0.874 | 10 | 2 | 100% |
| 2 | Backhoff-Veraguas, J., M. Beiglböck, and G. Pammer (2019) Existence, duality, and cyclical monotonicity for weak transport costs | 0.874 | 6 | 3 | 67% |
| 3 | Oster, E (2019) Unobservable selection and coefficient stability: theory and evidence | 0.874 | 5 | 2 | 100% |
| 4 | Andrews, D. W. and X. Shi (2017) Inference based on many conditional moment inequalities | 0.830 | 7 | 3 | 57% |
| 5 | Politis, D. N., J. P. Romano, and M. Wolf (1999) Subsampling | 0.737 | 5 | 3 | 40% |
| 6 | D'Haultfoeuille, X., C. Gaillac, and A. Maurel (2021) Rationalizing rational expectations: Characterizations and tests | 0.737 | 4 | 4 | 50% |
| 7 | Strassen, V (1965) The existence of probability measures with given marginals | 0.737 | 4 | 3 | 50% |
| 8 | Hwang, Y (2022) Bounding omitted variable bias using auxiliary data with an application to estimate neighborhood effects | 0.737 | 3 | 2 | 100% |
| 9 | D'Haultfuille, X., C. Gaillac, and A. Maurel (2023) Partially linear models under data combination | 0.644 | 2 | 2 | 100% |
| 10 | Santavirta, T. and J. Stuhler (2022) Name-based estimators of intergenerational mobility | 0.644 | 2 | 2 | 100% |
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