This paper considers the nonparametric identification and estimation of the average effect of a dummy endogenous variable in nonseparable models. The analysis includes the case of a dummy endogenous variable in a discrete choice model as a special case. This paper establishes conditions under which it is possible to identify and consistently estimate the average effect of the dummy endogenous v...

In a structural time series regression model, binary variables have been used to quantify qualitative or categorical quantitative events such as politic and economic structural breaks, regions, age groups and etc. The use of the binary dummy variables is not reasonable because the effect of an event decreases (increases) gradually over time not at once. The simple and basic idea in this paper i...

Classes of functions of several variables on arbitrary non-empty domains that are closed under permutation of variables and addition of dummy variables are characterized in terms of generalized constraints, and hereby Hellerstein’s Galois theory of functions and generalized constraints is extended to infinite domains. Furthermore, classes of operations on arbitrary non-empty domains that are cl...