- Title Information
- Title
- Essays in Econometrics of Heterogeneous Agents
- Name:
Personal
- Name Part
- Sasaki, Yuya
- Role
- Role Term:
Text
- creator
- Origin Information
- Copyright Date
- 2012
- Physical Description
- Extent
- xii, 181 p.
- digitalOrigin
- born digital
- Note
- Thesis (Ph.D. -- Brown University (2012)
- Name:
Personal
- Name Part
- Kleibergen, Frank
- Role
- Role Term:
Text
- Director
- Name:
Personal
- Name Part
- Renault, Eric
- Role
- Role Term:
Text
- Reader
- Name:
Personal
- Name Part
- Schennach, Susanne
- Role
- Role Term:
Text
- Reader
- Name:
Corporate
- Name Part
- Brown University. Economics
- Role
- Role Term:
Text
- sponsor
- Genre (aat)
- theses
- Subject
- Topic
- heterogeneity
- Subject (FAST)
(authorityURI="http://id.worldcat.org/fast", valueURI="http://id.worldcat.org/fast/966861")
- Topic
- Identification
- Record Information
- Record Content Source (marcorg)
- RPB
- Record Creation Date
(encoding="iso8601")
- 20121023
- Language
- Language Term:
Code (ISO639-2B)
- eng
- Language Term:
Text
- English
- Abstract
- Economic models often involve non-separability between observed and unobserved<br/>
heterogeneous characteristics of economic agents. This dissertation presents methods<br/>
of identification, estimation, and inference of nonparametric and nonseparable economic<br/>
models for cross section and panel data. The first chapter discusses identification<br/>
and estimation of nonseparable dynamic panel data with non-random dynamic<br/>
selection. It shows that nonseparable dynamic panel models with endogenous attrition<br/>
can be identified from six time periods of unbalanced panel data. The principle<br/>
of constrained maximum likelihood is proposed for consistent estimation. The second<br/>
chapter discusses identification of average structural partial effects for endogenous<br/>
nonseparable cross-section models without assuming monotonicity. Nonparametric<br/>
identification methods are proposed for various first-stage structural and reducedform<br/>
assumptions. The third chapter discusses statistical methods of model tests<br/>
for endogenous nonseparable cross-section models when instruments exhibit discrete<br/>
variations and the outcome structure is not monotone with respect to unobserved heterogeneity. It shows that the testing method possesses sufficient power even if<br/>
instruments are discrete and exert only local effects on endogenous choice.
- Identifier:
DOI
- 10.7301/Z06W98D0
- Access Condition:
rights statement
(href="http://rightsstatements.org/vocab/InC/1.0/")
- In Copyright
- Access Condition:
restriction on access
- Collection is open for research.
- Type of Resource (primo)
- dissertations