Set identification and sensitivity analysis with Tobin regressors

We give semiparametric identification and estimation results for econometric models with a regressor that is endogenous, bound censored, and selected; it is called a Tobin regressor. First, we show that the true parameter value is set-identified and characterize the identification sets. Second, we p...

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Bibliographic Details
Main Authors: Chernozhukov, Victor V. (Contributor), Rigobon, Roberto (Contributor), Stoker, Thomas Martin (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Economics (Contributor), Sloan School of Management (Contributor)
Format: Article
Language:English
Published: The Econometric Society, 2013-01-07T18:07:02Z.
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