ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS

DOI10.1017/S0266466610000368zbMath1218.62029MaRDI QIDQ3021617

Xavier D'Haultfœuille

Publication date: 26 July 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Related Items (27)

Nonparametric instrumental variable estimation in practice ⋮ NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS ⋮ Nonparametric estimation in case of endogenous selection ⋮ Examples of \(L^2\)-complete and boundedly-complete distributions ⋮ Injectivity of a class of integral operators with compactly supported kernels ⋮ Identification of additive and polynomial models of mismeasured regressors without instruments ⋮ Regression discontinuity design with continuous measurement error in the running variable ⋮ Regressions with Berkson errors in covariates -- a nonparametric approach ⋮ Additive nonparametric instrumental regressions: a guide to implementation ⋮ Partially Complete Sufficient Statistics Are Jointly Complete ⋮ Estimating production functions with robustness against errors in the proxy variables ⋮ Identifying Effects of Multiple Treatments in the Presence of Unmeasured Confounding ⋮ NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS ⋮ Identification and Estimation of Multinomial Choice Models with Latent Special Covariates ⋮ Genericity of the completeness condition with constrained instruments ⋮ An alternative test for conditional unconfoundedness using auxiliary variables ⋮ Quasi-Bayesian analysis of nonparametric instrumental variables models ⋮ Posterior consistency of nonparametric conditional moment restricted models ⋮ Non parametric analysis of panel data models with endogenous variables ⋮ Identification of mixture models using support variations ⋮ NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION ⋮ ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS ⋮ Nonparametric identification of dynamic models with unobserved state variables ⋮ Bayesian Semiparametric Multivariate Density Deconvolution ⋮ Nonparametric identification of discrete choice models with lagged dependent variables ⋮ Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring ⋮ Adaptive estimation for some nonparametric instrumental variable models with full independence

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• On the Problem of Similar Regions

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