arXiv 7 Dec 2022 · Econometrics · publishedLabour Economics (2024) · 3 citations (OpenAlex)
arXiv:2212.03704 · PDF · DOI · OpenAlex · Extracted main text
This paper proposes IV-based estimators for the semiparametric distribution regression model in the presence of an endogenous regressor, which are based on an extension of IV probit estimators. We discuss the causal interpretation of the estimators and two methods (monotone rearrangement and isotonic regression) to ensure a monotonically increasing distribution function. Asymptotic properties and simulation evidence are provided. An application to wage equations reveals statistically significant and heterogeneous differences to the inconsistent OLS-based estimator.
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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 | Rivers, D. and Q. Vuong (1988) Limited Information Estimators and Exogeneity Tests for Simultaneous Probit Models | 0.811 | 5 | 2 | 80% |
| 2 | Chernozhukov, V., I. Fernández-Val, and B. Melly (2013) Inference on Counterfactual Distributions | 0.794 | 8 | 4 | 50% |
| 3 | Wooldridge, J (2002) Econometric Analysis of Cross-Sectional and Panel Data | 0.737 | 3 | 2 | 100% |
| 4 | Amemiya, T (1978) The Estimation of a Simultaneous Equation Generalized Probit Model | 0.644 | 3 | 2 | 67% |
| 5 | Breitung, J. and D. Wied (2022) An Endogeneity Correction Based on a Nonparametric Control Function Approach | 0.644 | 2 | 2 | 100% |
| 6 | Foresi, S. and F. Peracchi (1995) The Conditional Distribution of Excess Returns: An Empirical Analysis | 0.644 | 2 | 2 | 100% |
| 7 | Newey, W (1987) Efficient Estimation of Limited Dependent Variable Models with Endogenous Explanatory Variables | 0.511 | 2 | 2 | 50% |
| 8 | Chernozhukov, V., I. Fernández-Val, and A. Galichon (2010) Quantile and Probability Curves Without Crossing | 0.511 | 2 | 1 | 100% |
| 9 | Hansen, B (2022) Econometrics | 0.511 | 2 | 1 | 100% |
| 10 | Rothe, C. and D. Wied (2013) Misspecification Testing in a Class of Conditional Distributional Models | 0.511 | 2 | 1 | 100% |
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