Instrumental values

DOI10.1016/J.JECONOM.2006.06.003zbMath1418.62429OpenAlexW4235265124MaRDI QIDQ280227

Andrew Chesher

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.2006.06.003

zbMATH Keywords

identificationendogeneityinstrumental variablesnonparametric identificationnonseparable models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Statistical methods; economic indices and measures (91B82)

Related Items (5)

Endogeneity in quantile regression models: a control function approach ⋮ Excess heterogeneity, endogeneity and index restrictions ⋮ Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative ⋮ Instrumental variable methods for recovering continuous linear functionals ⋮ PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS

Uses Software

• R

Cites Work

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• Nonparametric estimates of regression quantiles and their local Bahadur representation
• On average derivative quantile regression
• Generalization of the Rank and Order Conditions for Identifiability
• Identification in Nonparametric Simultaneous Equations Models
• Conditions for Identification in Nonparametric and Parametric Models
• Regression Quantiles
• EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Identifiability Criteria in Nonlinear Systems
• Nonparametric Identification under Discrete Variation
• Nonparametric Estimation of Nonadditive Random Functions
• Identification in Nonseparable Models
• Restrictions on the Reduced Form and the Rank and Order Conditions
• IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE
• The Identification of Structural Characteristics
• Two-stage rank estimation of quantile index models

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