GENERALIZATION OF A RESULT ON “REGRESSIONS, SHORT AND LONG”
“短回归与长回归”结果的推广
This paper is concerned with the problem of combining a data set that identifies the conditional distribution P(y|x) with one that identifies the conditional distribution P(z|x) to identify the regressions E(y|x,·) ≡ [E(y|x,z = j),j ∈ Z] when the conditional distribution P(y|x,z) is unknown. Cross and Manski (2002, Econometrica 70, 357–368) studied this problem and showed that the identification region of E(y|x,·) can be precisely calculated when y has finite support. Here…