[gov3009-l] Applied Statistics Workshop: Maximilian Kasy on Wed., Oct. 3

Konstantin Kashin kkashin at fas.harvard.edu
Mon Oct 1 00:15:05 EDT 2012


*Dear all,

Please join us for the Applied Statistics Workshop (Gov 3009) this
Wednesday, October 3 from 12.00 - 1.30 pm in CGIS Knafel Room 354. Maximilian
Kasy <http://scholar.harvard.edu/kasy/>, Assistant Professor of Economics
from the Department of Economics at Harvard University, will give a
presentation entitled "Identification in General Triangular Systems". As
always, a light lunch will be provided.

Abstract:

This paper discusses identification in continuous triangular systems
> without restrictions on heterogeneity or functional form. In particular, we
> do not assume separability of structural functions, restrictions on the
> dimensionality of unobservables, or monotonicity in unobservables. We do
> maintain monotonicity of the first stage relationship in the instrument. We
> show that under this condition alone, and given rich enough support of the
> data, we can achieve point identification of potential outcome
> distributions, and in particular of the average structural function. If the
> support of the continuous instrument is not large enough potential outcome
> distributions are partially identified. If the instrument is discrete
> identification fails completely. The setup discussed in this paper covers
> important cases not covered by existing approaches such as conditional
> moment restrictions (c.f. Newey and Powell, 2003) and control variables
> (c.f. Imbens and Newey, 2009). It covers, in particular, random coe
> fficient models, as well as models arising as the reduced form of a system
> of structural equations.



An up-to-date schedule for the workshop is available at
http://www.iq.harvard.edu/events/node/1208.


Best,
Konstantin*

-- 
Konstantin Kashin
Ph.D. Candidate in Government
Harvard University

Mobile: 978-844-0538
E-mail: kkashin at fas.harvard.edu
Site: http://www.konstantinkashin.com/<http://people.fas.harvard.edu/%7Ekkashin/>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://lists.fas.harvard.edu/pipermail/gov3009-l/attachments/20121001/727a65c4/attachment.html 


More information about the gov3009-l mailing list