Instrumental variable estimation of nonseparable models

DOI10.1016/J.JECONOM.2006.06.002MaRDI QIDQ280226zbMATH OpenOpenAlexWikidataFDO

Authors Victor Chernozhukov, Guido W. Imbens, Whitney Newey

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

nonparametric estimationinstrumental variablesquantile estimationstructural models

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3605767 (Why is no real title available?)
• An IV Model of Quantile Treatment Effects
• Identification and estimation of triangular simultaneous equations models without additivity
• Identification in Nonseparable Models
• Identification in Parametric Models
• Instrumental Variable Estimation of Nonparametric Models
• Nonparametric Estimation of Nonadditive Random Functions
• Nonparametric instrumental regression
• Nonparametric methods for inference in the presence of instrumental variables
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
• Uniform Convergence in Probability and Stochastic Equicontinuity

Cited in

(88)

• Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
• A Comparison of Two Quantile Models With Endogeneity
• Instrumental variable estimation in ordinal probit models with mismeasured predictors
• Instrumental variables in structural equation modelling: an application on the impact of labour factors on health and standard of livings
• A simple test of completeness in a class of nonparametric specification
• Nonparametric instrument model averaging
• Inconsistency transmission and variance reduction in two-stage quantile regression
• On independence conditions in nonseparable models: observable and unobservable instruments
• A practical guide to compact infinite dimensional parameter spaces
• Recovering Latent Variables by Matching
• An equation for the identification of average causal effect in nonlinear models
• Instrument Residual Estimator for Any Response Variable with Endogenous Binary Treatment
• A factored form of the instrumental variable algorithm
• Testing rank similarity in the local average treatment effects model
• Efficient estimation of a triangular system of equations for quantile regression
• Identification and Estimation of Multinomial Choice Models with Latent Special Covariates
• Identification of multi-valued treatment effects with unobserved heterogeneity
• Matching points: supplementing instruments with covariates in triangular models
• What do quantile regressions identify for general structural functions?
• Identification and identification failure for treatment effects using structural systems
• Uniform confidence bands for functions estimated nonparametrically with instrumental variables
• Identification of Marginal Effects in Nonseparable Models Without Monotonicity
• On the equivalence of instrumental variables estimators for linear models
• Unbiased instrumental variables estimation under known first-stage sign
• Identification and shape restrictions in nonparametric instrumental variables estimation
• Nonparametric methods for inference in the presence of instrumental variables
• A closed-form estimator for quantile treatment effects with endogeneity
• Efficient estimation in models with independence restrictions
• Control functions in nonseparable simultaneous equations models
• Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
• An instrumental variable estimator for mixed indicators: analytic derivatives and alternative parameterizations
• Nonparametric instrumental variable estimation of structural quantile effects
• Identification and estimation of local average derivatives in non-separable models without monotonicity
• Instrumental variables: an econometrician's perspective
• Identification of nonseparable models using instruments with small support
• Identification of nonseparable triangular models with discrete instruments
• Control variables, discrete instruments, and identification of structural functions
• Nonparametric instrumental variables estimation for efficiency frontier
• Instrumental variable estimation based on conditional median restriction
• Global identification in nonlinear models with moment restrictions
• A discontinuity test for identification in triangular nonseparable models
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
• Specification testing in nonparametric instrumental quantile regression
• Generalized Instrumental Variable Models
• Nonparametric identification using instrumental variables: sufficient conditions for completeness
• Quasi-Bayesian analysis of nonparametric instrumental variables models
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
• On the completeness condition in nonparametric instrumental problems
• Ill-posed estimation in high-dimensional models with instrumental variables
• Iterative algorithm for non parametric estimation of the instrumental variables quantiles
• Instrumental variable estimation of factor models with possibly many variables
• Identification of unconditional partial effects in nonseparable models
• Instrumental variables estimation with partially missing instruments
• Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
• The asymptotic model quality assessment for instrumental variable identification revisited
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models
• Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
• Direct instrumental nonparametric estimation of inverse regression functions
• Inference in nonparametric instrumental variables with partial identification
• Partial identification of nonseparable models using binary instruments
• Using monotonicity restrictions to identify models with partially latent covariates
• Inconsistency of a proposed nonlinear instrumental variables estimator for probit and logit models with endogenous regressors
• Local identification of nonparametric and semiparametric models
• On rate optimality for ill-posed inverse problems in econometrics
• Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
• INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
• Finite sample inference for quantile regression models
• Nonparametric instrumental variable estimation in practice
• Adaptive estimation for some nonparametric instrumental variable models with full independence
• Minimum distance from independence estimation of nonseparable instrumental variables models
• Bounding quantile demand functions using revealed preference inequalities
• Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
• QUANTILE REGRESSION WITH MISMEASURED COVARIATES
• INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
• Tikhonov regularization for nonparametric instrumental variable estimators
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
• Nonparametric identification and estimation of transformation models
• Nonparametric identification of accelerated failure time competing risks models
• Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
• Posterior consistency of nonparametric conditional moment restricted models
• Injectivity of a class of integral operators with compactly supported kernels
• Non-separable models with high-dimensional data
• Identification in Nonseparable Models
• Instrumental Variable Estimation of Nonparametric Models
• Choosing instrumental variables in conditional moment restriction models
• Estimation for Partially Linear Single-index Instrumental Variables Models
• Examples of \(L^2\)-complete and boundedly-complete distributions

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