Instrumental variable estimation of nonseparable models

DOI10.1016/J.JECONOM.2006.06.002zbMath1418.62111OpenAlexW1977742607WikidataQ108880115 ScholiaQ108880115MaRDI QIDQ280226

Whitney K. Newey, Guido W. Imbens, Victor Chernozhukov

Publication date: 9 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.06.002

zbMATH Keywords

quantile estimationinstrumental variablesnonparametric estimationstructural models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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Cites Work

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• Nonparametric methods for inference in the presence of instrumental variables
• Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
• Uniform Convergence in Probability and Stochastic Equicontinuity
• Nonparametric Instrumental Regression
• An IV Model of Quantile Treatment Effects
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
• Nonparametric Estimation of Nonadditive Random Functions
• Identification in Nonseparable Models
• Instrumental Variable Estimation of Nonparametric Models
• Identification in Parametric Models

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