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Volume 37 - December 2021

Contents

Page 3 of 3

ARTICLES

  • PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS

  • Takuya Ishihara
  • Published online by Cambridge University Press:
    30 October 2020, pp. 817-848

  • In this study, we explore the partial identification of nonseparable models with continuous endogenous and binary instrumental variables. We show that the structural function is partially identified when it is monotone or concave in the explanatory variable. D’Haultfœuille and Février (2015, Econometrica 83(3), 1199–1210) and Torgovitsky (2015, Econometrica 83(3), 1185–1197) prove the point identification of the structural function under a key assumption that the conditional distribution functions of the endogenous variable for different values of the instrumental variables have intersections. We demonstrate that, even if this assumption does not hold, monotonicity and concavity provide identification power. Point identification is achieved when the structural function is flat or linear with respect to the explanatory variable over a given interval. We compute the bounds using real data and show that our bounds are informative.

Front Cover (OFC, IFC) and matter

  • ECT volume 37 issue 5 Cover and Front matter

  • Published online by Cambridge University Press:
    07 October 2021, pp. f1-f2
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  • ECT volume 37 issue 6 Cover and Front matter

  • Published online by Cambridge University Press:
    07 December 2021, pp. f1-f2
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Back Cover (OBC, IBC) and matter

  • ECT volume 37 issue 5 Cover and Back matter

  • Published online by Cambridge University Press:
    07 October 2021, pp. b1-b2
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Front Cover (OFC, IFC) and matter

  • ECT volume 37 issue 2 Cover and Front matter

  • Published online by Cambridge University Press:
    21 April 2021, pp. f1-f2
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ANNOUNCEMENT

  • TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE 2018 – 2020

  • Peter C. B. Phillips
  • Published online by Cambridge University Press:
    19 August 2021, pp. 849-850
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Back Cover (OBC, IBC) and matter

  • ECT volume 37 issue 3 Cover and Back matter

  • Published online by Cambridge University Press:
    11 June 2021, pp. b1-b2
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  • ECT volume 37 issue 2 Cover and Back matter

  • Published online by Cambridge University Press:
    21 April 2021, pp. b1-b2
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  • ECT volume 37 issue 6 Cover and Back matter

  • Published online by Cambridge University Press:
    07 December 2021, pp. b1-b2
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Front Cover (OFC, IFC) and matter

  • ECT volume 37 issue 4 Cover and Front matter

  • Published online by Cambridge University Press:
    19 August 2021, pp. f1-f2
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Back Cover (OBC, IBC) and matter

  • ECT volume 37 issue 4 Cover and Back matter

  • Published online by Cambridge University Press:
    19 August 2021, pp. b1-b2
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Page 3 of 3