Efficient Instrumental Variables Estimation of Nonlinear Models
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Cited in
(98)- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
- k-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
- Efficient instrumental variables estimation of nonlinear dependent processes
- Combining conditional and unconditional moment restrictions with missing responses
- Efficient semiparametric seemingly unrelated quantile regression estimation
- Overlap-weighted difference-in-differences: a simple way to overcome poor propensity score overlap
- Instrumental variable estimation based on grouped data
- Control function instrumental variable estimation of nonlinear causal effect models
- GMM inference when the number of moment conditions in large
- Estimation for conditional moment models based on martingale difference divergence
- Efficient estimation with many weak instruments using regularization techniques
- A partially linear single-index transformation model and its nonparametric estimation
- Nonlinear instrumental variable estimation of an autoregression.
- Strong consistency of the general rank estimator
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression
- Averaging of an increasing number of moment condition estimators
- Consistent estimation with many moment inequalities
- Applied nonparametric instrumental variables estimation
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Ill-posed estimation in high-dimensional models with instrumental variables
- Two-step estimation of endogenous and exogenous group effects
- Efficient information theoretic inference for conditional moment restrictions
- Inference for high-dimensional instrumental variables regression
- An IV estimator for a functional coefficient model with endogenous discrete treatments
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
- Estimation and inference for high-dimensional nonparametric additive instrumental-variables regression
- A note on non-parametric estimation with predicted variables
- Approximate maximum entropy on the mean for instrumental variable regression
- Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression
- Testing under weak identification with conditional moment restrictions
- Semiparametric GMM estimation of spatial autoregressive models
- Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
- An efficient marginal integration estimator of a semiparametric additive modelling
- Optimal linear instrumental variables approximations
- Trending Time-Varying Coefficient Spatial Panel Data Models
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Efficient estimation in dynamic conditional quantile models
- Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments
- A new class of asymptotically efficient estimators for moment condition models
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
- Moment-based estimation of smooth transition regression models with endogenous variables
- Optimal inference for instrumental variables regression with non-Gaussian errors
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Econometric issues in the analysis of contagion
- Maximum profile binomial likelihood estimation for the semiparametric Box-Cox power transformation model
- Estimating demand for differentiated products with zeroes in market share data
- Testing independence between exogenous variables and unobserved errors
- Semiparametric Estimation of First-Price Auction Models
- Adaptive estimation of functionals in nonparametric instrumental regression
- Identification of differentiated products demand with micro moments: consumer panel data
- On instrumental variable estimation of semiparametric dynamic panel data models.
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- Nonparametric instrumental variables for identification of block-oriented systems
- Testing the validity of instrumental variables in just-identified linear non-Gaussian models
- A simple derivation of the efficiency bound for conditional moment restriction models
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
- Editorial: Whitney Newey's contributions to econometrics
- Convenient estimators for the panel probit model
- A regression approach to ROC surface, with applications to Alzheimer's disease
- Variable selection for structural equation with endogeneity
- Instrumental variable estimation of distributional causal effects
- A note on generalized empirical likelihood estimation of semiparametric conditional moment restriction models
- Design-based identification with formula instruments: a review
- Efficient estimation in models with independence restrictions
- Nonparametric instrument model averaging
- Feedback in panel data models
- Second order approximation in a linear regression with heteroskedasticity of unknown form
- Robust estimation with many instruments
- Structural estimation under misspecification: theory and implications for practice
- Identification- and many moment-robust inference via invariant moment conditions
- On the asymptotics of Z-estimators indexed by the objective functions
- THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS
- Local GMM estimation of semiparametric panel data with smooth coefficient models
- Denis Sargan: some perspectives
- Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors
- Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables
- Improving the performance of random coefficients demand models: the role of optimal instruments
- Robust inference on average treatment effects with possibly more covariates than observations
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- Consistent specification testing for conditional moment restrictions
- Quasi score-driven models
- Nonparametric instrumental variables estimation for efficiency frontier
- Penalized empirical likelihood estimation of semiparametric models
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Instrumental variables estimation with many weak instruments using regularized JIVE
- Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis
- Instrumental variables estimation with flexible distributions
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
- Efficient estimation of panel data models with sequential moment restrictions
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Efficient estimation of non parametric simultaneous equations models
- Efficient local IV estimation of an empirical auction model
- Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
- Local GMM estimation of time series models with conditional moment restrictions
- Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
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