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  • Essays in Nonparametric Econometrics

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    Description:
    This thesis considers identification, estimation, and inference in nonparametric settings. Special attention is given to identification with instrumental variables of small support, and in time series via the ergodic assumption. Chapter 1 considers a nonparametric instrumental regression model in which the regressor and instrument are discretely distributed. Here, we strengthen...
    Keyword:
    Instrumental variables and Econometrics
    Subject:
    Economics
    Creator:
    Loh, Isaac
    Owner:
    Scholarly Digital Publishing
    Language:
    en
    Date Uploaded:
    06/28/2021
    Date Created:
    2021-01-01
    Resource Type:
    Dissertation
    Alternate Identifier:
    etdadmin_upload_822161 and http://dissertations.umi.com/northwestern:15599

  • Essays on Identification in Econometric Models

    3484zh04s?file=thumbnail
    Description:
    This dissertation consists of three essays on the identification analysis of econometric models. The first essay explores the identification question in semiparametric binary response models when all regressors have discrete support. I suggest a recursive procedure that finds sharp bounds on the parameter of interest and can be applied to...
    Keyword:
    Economics and Econometrics
    Subject:
    Economics
    Creator:
    Tatiana Komarova
    Owner:
    Jason Christ Chandra
    Date Uploaded:
    09/16/2018
    Date Modified:
    09/16/2018
    Date Created:
    2008-10-24
    Resource Type:
    Dissertation

  • Essays on Uniformly Valid Inference Procedures

    8p58pc948?file=thumbnail
    Description:
    The first chapter of this dissertation develops a two-stage inference method for structural parameters in the linear instrumental variables model. In the first stage, a new statistic is used to detect whether the correlation between the structural error and the reduced form error is small. In the second stage, a...
    Keyword:
    Inference and Econometrics
    Subject:
    Economics
    Creator:
    Sun Yi
    Owner:
    Scholarly Digital Publishing
    Date Uploaded:
    02/12/2018
    Date Modified:
    02/13/2018
    Date Created:
    2016-01-01
    Resource Type:
    Dissertation