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Identification in models with discrete variables

  1. TitleIdentification in models with discrete variables
    Author infoLukáš Lafférs
    Author Lafférs Lukáš 1986- (100%) UMBFP10 - Katedra matematiky
    Source document Computational Economics. Vol. 53, no. 2 (2019), pp. 657-696. - New York : Springer, 2019
    Keywords čiastočná identifikácia   lineárne programovanie - linear programming   analýza citlivosti  
    Form. Descr.články - journal articles
    LanguageEnglish
    CountryUnited States of America
    AnnotationThispaperprovidesanovel,simple,andcomputationallytractablemethod for determining an identified set that can account for a broad set of economic models when the economic variables are discrete. Using this method, we show using a sim- ple example how imperfect instruments affect the size of the identified set when the assumption of strict exogeneity is relaxed. This knowledge can be of great value, as it is interesting to know the extent to which the exogeneity assumption drives results, given it is often a matter of some controversy. Moreover, the flexibility obtained from our newly proposed method suggests that the determination of the identified set need no longer be application specific, with the analysis presenting a unifying framework that algorithmically approaches the question of identification
    URLLink na plný text
    Public work category ADC
    No. of Archival Copy45942
    Repercussion category TORGOVITSKY, Alexander. Partial identification by extending subdistributions. In Quantitative economics. ISSN 1759-7323, 2019, vol. 10, no. 1, pp. 105-144.
    Catal.org.BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
    Databasexpca - PUBLIKAČNÁ ČINNOSŤ
    ReferencesPERIODIKÁ-Súborný záznam periodika
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