Nonparametric identification and estimation with discrete instruments and regressors
离散工具变量与解释变量下的非参数识别和估计
In a nonparametric instrumental regression model in which the regressor and instrument are discretely distributed, we strengthen the conventional moment independence assumption between instrument and residual to include higher order moments. We give conditions under which a function of interest is partially identified when the regressor has more mass points than the instrument. We also show that the function is point identified as long as certain latent parameters…