Non parametric analysis of panel data models with endogenous variables

DOI10.1016/J.JECONOM.2014.03.009MaRDI QIDQ2451792zbMATH OpenOpenAlexFDO

Authors Frédérique Fève, Jean-Pierre Florens

Publication date 4 June 2014

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2014.03.009

zbMATH Keywords

endogeneityinstrumental variablesinverse problemspanel data

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Applied nonparametric instrumental variables estimation
• CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
• Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
• scientific article; zbMATH DE number 46366 (Why is no real title available?)
• scientific article; zbMATH DE number 193013 (Why is no real title available?)
• scientific article; zbMATH DE number 803197 (Why is no real title available?)
• Identification and estimation by penalization in nonparametric instrumental regression
• Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
• Instrumental Variable Estimation of Nonparametric Models
• Nonparametric instrumental regression
• Nonparametric instrumental variable estimation of structural quantile effects
• Nonparametric methods for inference in the presence of instrumental variables
• On rate optimality for ill-posed inverse problems in econometrics
• On the completeness condition in nonparametric instrumental problems
• Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables
• The practice of non‐parametric estimation by solving inverse problems: the example of transformation models

Cited in

(12)

• The incidental parameter problem in a non-differentiable panel data model
• Additive nonparametric instrumental regressions: a guide to implementation
• Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
• Handling endogeneity and nonnegativity in correlated random effects models: evidence from ambulatory expenditure
• Nonparametric instrumental variable derivative estimation
• Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
• Income and democracy: a semiparametric approach
• Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
• scientific article; zbMATH DE number 5245018 (Why is no real title available?)
• Nonparametric instrumental regression with two-way fixed effects
• One-step smoothing splines instrumental regression
• Estimating panel data models in the presence of endogeneity and selection

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