Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect

DOI10.1016/J.JECONOM.2020.11.008MaRDI QIDQ2155293zbMATH OpenOpenAlexFDO

Authors Tadao Hoshino

Publication date 15 July 2022

Published in Journal of Econometrics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.jeconom.2020.11.008

zbMATH Keywords

sieve estimationsocial interactionsspatial autoregressive modelsinstrumental variable estimationpeer effects

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cites work

• A spatial autoregressive model with a nonlinear transformation of the dependent variable
• Additive nonparametric instrumental regressions: a guide to implementation
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Estimating a spatial autoregressive model with an endogenous spatial weight matrix
• Examples of \(L^2\)-complete and boundedly-complete distributions
• GMM estimation of spatial autoregressive models with unknown heteroskedasticity
• Instrumental Variable Estimation of Nonparametric Models
• Instrumental regression in partially linear models
• Measurement Error Models with Auxiliary Data
• Nonparametric dynamic panel data models: kernel estimation and specification testing
• On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
• Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
• Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
• Random coefficients on endogenous variables in simultaneous equations models
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
• Series estimation under cross-sectional dependence
• Spatial semiparametric model with endogenous regressors
• Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments

Cited in

(1)

• Deep neural networks for variable selection of higher-order nonparametric spatial autoregressive model

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