A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings

DOI10.1515/jem-2021-0038zbMath1483.62195OpenAlexW4206511179MaRDI QIDQ2121829

Amil Petrin, Kyoo il Kim

Publication date: 5 April 2022

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

Full work available at URL: https://doi.org/10.1515/jem-2021-0038

zbMATH Keywords

instrumental variablesnonparametric estimationconditional moment restrictioncontrol functionsieve estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Related Items (1)

A control function approach to estimate panel data binary response model

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