A Construction of Strictly Increasing Continuous Singular Functions

Jo, Kyeonghee

doi:10.7468/jksmeb.2016.23.1.21

The Pure and Applied Mathematics

2016

DOI: 10.7468/jksmeb.2016.23.1.21

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A Construction of Strictly Increasing Continuous Singular Functions

Kyeonghee Jo¹

Abstract: Abstract. In this paper, we construct a strictly increasing continuous singular function which has a simple algebraic expression.

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Partial Independence in Nonseparable Models

Masten

Poirier

2016

SSRN Journal

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Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. Terms of use: Documents in EconStor may AbstractWe analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full statistical independence. The first is based on quantile independence. Selection on unobservables drives deviations from full independence. We show that such deviations based on quantile independence require non-monotonic and oscillatory propensity scores. Our second and third approaches are based on a distance-from-independence metric, using either a conditional cdf or a propensity score. Under all three approaches we obtain simple analytical characterizations of identified sets for various parameters of interest. We do this in three models: the exogenous regressor model of Matzkin (2003), the instrumental variable model of Chernozhukov and Hansen (2005), and the binary choice model with nonparametric latent utility of Matzkin (1992).JEL classification: C14; C21; C25; C26; C51

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Partial Independence in Nonseparable Models

Masten

Poirier

2016

SSRN Journal

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Up-Cascaded Wisdom of the Crowd

Cong

Xiao

2017

SSRN Journal

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Up-Cascaded Wisdom of the Crowd

Cong¹,

Xiao²

2017

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A Construction of Strictly Increasing Continuous Singular Functions

Abstract: Abstract. In this paper, we construct a strictly increasing continuous singular function which has a simple algebraic expression.

Cited by 5 publications

References 5 publications

Partial Independence in Nonseparable Models

Partial Independence in Nonseparable Models

Up-Cascaded Wisdom of the Crowd

Up-Cascaded Wisdom of the Crowd

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