论文标题
具有仪器和单调性的半摩托分配回归
Semiparametric Distribution Regression with Instruments and Monotonicity
论文作者
论文摘要
本文提出了在存在内源回归器的情况下，基于IV概率估计器的扩展，基于IV的估算值。我们讨论了估计量和两种方法（单调重排和等渗回归）的因果解释，以确保单调增加分布函数。提供了渐近特性和模拟证据。工资方程的应用揭示了基于OLS的不一致估计器的统计学意义和异质差异。
This paper proposes IV-based estimators for the semiparametric distribution regression model in the presence of an endogenous regressor, which are based on an extension of IV probit estimators. We discuss the causal interpretation of the estimators and two methods (monotone rearrangement and isotonic regression) to ensure a monotonically increasing distribution function. Asymptotic properties and simulation evidence are provided. An application to wage equations reveals statistically significant and heterogeneous differences to the inconsistent OLS-based estimator.
