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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• Some new asymptotic theory for least squares series: pointwise and uniform results
• Nonparametric instrumental variables estimation for efficiency frontier
• Semiparametric methods in nonlinear time series analysis: a selective review
• Experimental designs in triangular simultaneous equations models
• Estimation of stochastic volatility models by nonparametric filtering
• Endogenous Kink Threshold Regression
• Instrumental variable estimation of weighted local average treatment effects
• Efficient estimation of non parametric simultaneous equations models
• Threshold regression with endogeneity
• NONPARAMETRIC STUDY OF SOLUTIONS OF DIFFERENTIAL EQUATIONS
• Modeling heterogeneous treatment effects in the presence of endogeneity
• Testing for monotonicity in unobservables under unconfoundedness
• Estimating a class of triangular simultaneous equations models without exclusion restrictions
• Estimating a nonparametric triangular model with binary endogenous regressors
• Endogenous regressor binary choice models without instruments, with an application to migration
• Functional coefficient instrumental variables models
• Semiparametric estimation in triangular system equations with nonstationarity
• Semiparametric estimation of structural functions in nonseparable triangular models
• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
• Estimation of nonparametric models with simultaneity
• Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
• Nonparametric two-step regression estimation when regressors and error are dependent
• A model-free consistent test for structural change in regression possibly with endogeneity
• Instrumental values
• A discontinuity test for identification in triangular nonseparable models
• Semiparametric spatial autoregressive models with nonlinear endogeneity
• Identification of average marginal effects under misspecification when covariates are normal
• 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
• Bounding quantile demand functions using revealed preference inequalities
• Two-step estimation of panel data models with censored endogenous variables and selection bias
• Censored regression quantiles with endogenous regressors
• Endogeneity in quantile regression models: a control function approach
• Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
• A note on non-parametric estimation with predicted variables
• Local polynomial estimation of nonparametric simultaneous equations models
• Kernel-based estimation of semiparametric regression in triangular systems
• Inferences for a Partially Varying Coefficient Model With Endogenous Regressors
• Methodology and convergence rates for functional linear regression
• Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors
• Control functions in nonseparable simultaneous equations models
• Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
• Nonparametric methods for inference in the presence of instrumental variables
• Semiparametric models with single-index nuisance parameters
• Efficient estimation of a triangular system of equations for quantile regression
• Smooth coefficient models with endogenous environmental variables
• Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure
• A correlated random coefficient panel model with time-varying endogeneity
• Nonparametric estimation of triangular simultaneous equations models under weak identification
• Specification testing in nonparametric instrumental variable estimation
• Modeling heterogeneity: a praise for varying-coefficient models in causal analysis
• A simple estimator for partial linear regression with endogenous nonparametric variables
• Instrumental variable methods for recovering continuous linear functionals
• On independence conditions in nonseparable models: observable and unobservable instruments
• Semiparametric estimation of partially linear transformation models under conditional quantile restriction
• Identification and sequential estimation of panel data models with insufficient exclusion restrictions
• Social Interactions with Endogeneity
• Productivity dynamics, innovation and endogeneity: a semiparametric stochastic frontiers approach
• Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
• scientific article; zbMATH DE number 7370619 (Why is no real title available?)
• Identification of unobserved distribution factors and preferences in the collective household model
• Simple estimators for nonparametric panel data models with sample attrition
• Identification in triangular systems using control functions
• Matching points: supplementing instruments with covariates in triangular models
• Nonparametric Instrumental Regression With Right Censored Duration Outcomes
• Double Machine Learning for Sample Selection Models
• Counterfactual distributions of wages via quantile regression with endogeneity
• Identification and nonparametric estimation of a transformed additively separable model
• Testing for monotonicity under endogeneity: an application to the reservation wage function
• Editorial: Whitney Newey's contributions to econometrics
• Semiparametric instrumental variables estimation
• Partially varying coefficient instrumental variables models
• Treatment evaluation in the presence of sample selection
• Relationships among estimators of triangular econometric models
• Nonparametric IV estimation of local average treatment effects with covariates
• Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
• Two-step series estimation and specification testing of (partially) linear models with generated regressors
• Nonparametric identification and estimation of transformation models
• A semiparametric analysis of gasoline demand in the United States reexamining the impact of price
• Partial identification of nonseparable models using binary instruments
• Nonparametric regression with nonparametrically generated covariates
• Identification of additive and polynomial models of mismeasured regressors without instruments
• Inference in nonparametric series estimation with specification searches for the number of series terms
• Nonparametric estimation of labor supply and demand factors
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
• Heterogeneous endogeneity
• Quantile regression with censoring and endogeneity
• Semiparametric estimation of binary response models with endogenous regressors
• Identification and estimation of partial effects in nonlinear semiparametric panel models
• Tighter bounds in triangular systems
• On the completeness condition in nonparametric instrumental problems
• Nonparametric two-step sieve M estimation and inference
• Estimation of a semiparametric transformation model in the presence of endogeneity
• Structural estimation of switching costs for peaking power plants
• Instrumental variables estimators of nonparametric models with discrete endogenous regressors
• Generated covariates in nonparametric estimation: a short review
• Uniform confidence bands for functions estimated nonparametrically with instrumental variables
• On endogeneity and shape invariance in extended partially linear single index models
• Estimation of a partially linear additive model with generated covariates

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