centre for microdata methods and practice

ESRC centre

cemmap is an ESRC research centre

ESRC

Keep in touch

Subscribe to cemmap news

Instrumental Values

Authors: Andrew Chesher
Date: 10 August 2002
Type: cemmap Working Paper, CWP17/02
DOI: 10.1920/wp.cem.2002.1702

Abstract

This paper studies the identification of partial differences of nonseparable structural functions. The paper considers triangular structures with no more stochastic unobservables than observable outcomes, that exhibit a degree of monotonicity with respect to variation in certain stochastic unobservables. It is shown that, the existence of a set of instrumental values of covariates, over which the stochastic unobservables exhibit local quantile invariance and over which a local order condition holds, defines a model which identifies certain partial differences of structural functions. This result is useful when covariates exhibit discrete variation. The paper also considers the identification of partial derivatives in smooth structures when covariates exhibit continuous variation. Download full version
Now published:
Andrew Chesher July 2007, Instrumental Values, Journal Article

Publications feeds

Subscribe to cemmap working papers via RSS

Search cemmap

Search by title, topic or name.

Contact cemmap

Centre for Microdata Methods and Practice

How to find us

Tel: +44 (0)20 7291 4800

E-mail us