Estimating Nonseparable Selection Models: A Functional Contraction Approach
非可分选择模型估计:函数压缩映射方法
We propose a novel method for estimating nonseparable selection models. We show that, for a given selection function and under suitable contraction conditions, the potential outcome distributions are nonparametrically identified from the selected outcome distributions and can be recovered using a simple iterative algorithm. This result enables a full-information approach to estimating selection models without imposing parametric or separability assumptions on the outcome…