Minimum distance from independence estimation of nonseparable instrumental variables models
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Publication:2397721
DOI10.1016/j.jeconom.2017.01.009zbMath1452.62255OpenAlexW3124835233MaRDI QIDQ2397721
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
quantile regressioninstrumental variablesunobserved heterogeneitynonseparable modelstwo-step estimationminimum distance from independence
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)
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