Nonparametric instrumental variable estimation in practice

DOI10.1515/JEM-2013-0002MaRDI QIDQ312371zbMATH OpenOpenAlexFDO

Authors Philip Shaw, Michael Andrew Cohen, Tao Chen

Publication date 15 September 2016

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL https://ageconsearch.umn.edu/record/149936/files/rr111.pdf

zbMATH Keywords

instrumental variablesnonparametricinformation regularized estimatorslogit demand model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Consumer behavior, demand theory (91B42)

Recommendations

• Applied nonparametric instrumental variables estimation
• Nonparametric methods for inference in the presence of instrumental variables
• Instrumental Variable Estimation of Nonparametric Models
• Nonparametric instrumental variables and regular estimation
• Instrumental variable estimation of nonseparable models
• Nonparametric instrumental regression
• Nonparametric instrumental variable derivative estimation
• NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
• Inference in nonparametric instrumental variables with partial identification
• Nonlinear and Nonparametric Regression and Instrumental Variables

Cites work

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• Linear integral equations.
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• Nonparametric instrumental regression
• Nonparametric instrumental variable estimation of structural quantile effects
• Nonparametric methods for inference in the presence of instrumental variables
• On the completeness condition in nonparametric instrumental problems
• Panel Data and Unobservable Individual Effects
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
• Tikhonov regularization for nonparametric instrumental variable estimators

Cited in

(8)

• Inference in nonparametric instrumental variables with partial identification
• Iterative algorithm for non parametric estimation of the instrumental variables quantiles
• Applied nonparametric instrumental variables estimation
• Nonparametric methods for inference in the presence of instrumental variables
• Quasi-Bayesian analysis of nonparametric instrumental variables models
• INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
• Nonparametric instrument model averaging
• Identification and shape restrictions in nonparametric instrumental variables estimation

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