Minimum distance from independence estimation of nonseparable instrumental variables models

DOI10.1016/j.jeconom.2017.01.009zbMath1452.62255OpenAlexW3124835233MaRDI QIDQ2397721

Alexander Torgovitsky

Publication date: 23 May 2017

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.01.009

zbMATH Keywords

quantile regressioninstrumental variablesunobserved heterogeneitynonseparable modelstwo-step estimationminimum distance from independence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items

Efficient estimation in models with independence restrictions ⋮ Panel Data Quantile Regression for Treatment Effect Models ⋮ Partial identification by extending subdistributions ⋮ Identification and estimation of time-varying nonseparable panel data models without stayers

Uses Software

• TOMLAB

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