Nonparametric Estimation of Triangular Simultaneous Equations Models

DOI10.1111/1468-0262.00037MaRDI QIDQ4530943zbMATH OpenOpenAlexFDO

Authors Whitney Newey, James L. Powell, Francis Vella

Publication date 28 May 2002

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/63952

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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• Heterogeneous impacts of the Supplemental Nutrition Assistance Program on food insecurity
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• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
• Identification and sequential estimation of panel data models with insufficient exclusion restrictions
• Semiparametric instrumental variables estimation
• Counterfactual distributions of wages via quantile regression with endogeneity
• A model-free consistent test for structural change in regression possibly with endogeneity
• Heterogeneous endogeneity
• A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
• Structural estimation of switching costs for peaking power plants
• Estimation of a partially linear additive model with generated covariates
• Experimental designs in triangular simultaneous equations models
• Quantile regression with censoring and endogeneity
• Nonparametric identification and estimation of transformation models
• Identification of additive and polynomial models of mismeasured regressors without instruments
• Simple estimators for nonparametric panel data models with sample attrition
• Semiparametric estimation in triangular system equations with nonstationarity
• Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
• Semiparametric models with single-index nuisance parameters
• Instrumental variables estimators of nonparametric models with discrete endogenous regressors
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
• Semiparametric estimation of binary response models with endogenous regressors
• Estimating a class of triangular simultaneous equations models without exclusion restrictions
• Nonparametric instrumental variables estimation for efficiency frontier
• Maximum likelihood estimation of stochastic frontier models with endogeneity
• Identification of unobserved distribution factors and preferences in the collective household model
• Functional coefficient instrumental variables models
• Semiparametric estimation of partially linear transformation models under conditional quantile restriction
• Instrumental values
• Estimation of stochastic volatility models by nonparametric filtering
• A discontinuity test for identification in triangular nonseparable models
• Testing for monotonicity in unobservables under unconfoundedness
• Fuzzy parametric sample selection model: Monte Carlo simulation approach
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
• Censored regression quantiles with endogenous regressors
• Endogeneity in quantile regression models: a control function approach
• Local polynomial estimation of nonparametric simultaneous equations models
• Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure
• On the completeness condition in nonparametric instrumental problems
• Identification in triangular systems using control functions
• A note on non-parametric estimation with predicted variables
• NONPARAMETRIC STUDY OF SOLUTIONS OF DIFFERENTIAL EQUATIONS
• A semiparametric analysis of gasoline demand in the United States reexamining the impact of price
• Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
• Kernel-based estimation of semiparametric regression in triangular systems
• Nonparametric regression with nonparametrically generated covariates
• Nonparametric two-step regression estimation when regressors and error are dependent
• Nonparametric two-step sieve M estimation and inference
• Control functions in nonseparable simultaneous equations models
• Estimation of nonparametric models with simultaneity
• Estimation of a semiparametric transformation model in the presence of endogeneity
• Generated covariates in nonparametric estimation: a short review
• Bounding quantile demand functions using revealed preference inequalities
• Some new asymptotic theory for least squares series: pointwise and uniform results
• Partial identification of nonseparable models using binary instruments
• Efficient estimation of non parametric simultaneous equations models
• Semiparametric estimation of structural functions in nonseparable triangular models
• Inference in nonparametric series estimation with specification searches for the number of series terms
• Learning a high-dimensional linear structural equation model via _1-regularized regression
• Two-step series estimation and specification testing of (partially) linear models with generated regressors
• Semiparametric estimation of signaling games with equilibrium refinement
• Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
• Treatment evaluation in the presence of sample selection
• Estimating a nonparametric triangular model with binary endogenous regressors
• Nonparametric estimation of triangular simultaneous equations models under weak identification
• Uniform confidence bands for functions estimated nonparametrically with instrumental variables
• Tighter bounds in triangular systems
• Instrumental variable methods for recovering continuous linear functionals
• Identification and nonparametric estimation of a transformed additively separable model
• Nonparametric estimation of labor supply and demand factors
• Semiparametric methods in nonlinear time series analysis: a selective review
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
• Identification of average marginal effects under misspecification when covariates are normal
• Smooth coefficient models with endogenous environmental variables
• On endogeneity and shape invariance in extended partially linear single index models
• An IV estimator for a functional coefficient model with endogenous discrete treatments
• Modeling heterogeneous treatment effects in the presence of endogeneity
• Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data
• A new semiparametric spatial model for panel time series
• On independence conditions in nonseparable models: observable and unobservable instruments
• Efficient estimation of a triangular system of equations for quantile regression
• Inference on individual treatment effects in nonseparable triangular models
• Matching points: supplementing instruments with covariates in triangular models
• Editorial: Whitney Newey's contributions to econometrics
• Instrumental variable estimation of weighted local average treatment effects
• A correlated random coefficient panel model with time-varying endogeneity
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• Double Machine Learning for Sample Selection Models
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• Endogenous Kink Threshold Regression
• Semiparametric spatial autoregressive models with nonlinear endogeneity
• Social Interactions with Endogeneity
• Productivity dynamics, innovation and endogeneity: a semiparametric stochastic frontiers approach

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