Instrumental variable estimation of nonseparable models

DOI10.1016/J.JECONOM.2006.06.002zbMATH Open1418.62111OpenAlexW1977742607WikidataQ108880115 ScholiaQ108880115MaRDI QIDQ280226FDOQ280226

Whitney Newey, Guido W. Imbens, Victor Chernozhukov

Publication date: 9 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.06.002

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zbMATH Keywords

nonparametric estimationinstrumental variablesquantile estimationstructural models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Cites Work

• Uniform Convergence in Probability and Stochastic Equicontinuity
• Identification in Parametric Models
• An IV Model of Quantile Treatment Effects
• Identification and estimation of triangular simultaneous equations models without additivity
• Nonparametric Instrumental Regression
• Identification in Nonseparable Models
• Instrumental Variable Estimation of Nonparametric Models
• Nonparametric Estimation of Nonadditive Random Functions
• Title not available (Why is that?)
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
• Nonparametric methods for inference in the presence of instrumental variables

Cited In (77)

• Inference in nonparametric instrumental variables with partial identification
• Inconsistency of a proposed nonlinear instrumental variables estimator for probit and logit models with endogenous regressors
• Iterative algorithm for non parametric estimation of the instrumental variables quantiles
• The asymptotic model quality assessment for instrumental variable identification revisited
• Choosing instrumental variables in conditional moment restriction models
• Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
• Examples of \(L^2\)-complete and boundedly-complete distributions
• Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
• QUANTILE REGRESSION WITH MISMEASURED COVARIATES
• A closed-form estimator for quantile treatment effects with endogeneity
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
• Ill-posed estimation in high-dimensional models with instrumental variables
• On the equivalence of instrumental variables estimators for linear models
• A discontinuity test for identification in triangular nonseparable models
• Instrumental variables estimation with partially missing instruments
• Bounding quantile demand functions using revealed preference inequalities
• Non-separable models with high-dimensional data
• Control functions in nonseparable simultaneous equations models
• SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION
• Nonparametric methods for inference in the presence of instrumental variables
• Global identification in nonlinear models with moment restrictions
• Control variables, discrete instruments, and identification of structural functions
• Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
• NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS
• Posterior consistency of nonparametric conditional moment restricted models
• Nonparametric instrumental variable estimation in practice
• WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?
• Identification of unconditional partial effects in nonseparable models
• Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models
• Injectivity of a class of integral operators with compactly supported kernels
• Tikhonov regularization for nonparametric instrumental variable estimators
• Quasi-Bayesian analysis of nonparametric instrumental variables models
• Direct instrumental nonparametric estimation of inverse regression functions
• NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS
• INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
• Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
• Efficient estimation in models with independence restrictions
• Using monotonicity restrictions to identify models with partially latent covariates
• Nonparametric identification and estimation of transformation models
• Instrumental variables: an econometrician's perspective
• INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
• Unbiased instrumental variables estimation under known first-stage sign
• Generalized Instrumental Variable Models
• Identification and Identification Failure for Treatment Effects Using Structural Systems
• Identification and shape restrictions in nonparametric instrumental variables estimation
• Instrumental variable estimation of factor models with possibly many variables
• Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
• An instrumental variable estimator for mixed indicators: analytic derivatives and alternative parameterizations
• Adaptive estimation for some nonparametric instrumental variable models with full independence
• Uniform confidence bands for functions estimated nonparametrically with instrumental variables
• Finite sample inference for quantile regression models
• Identification in Nonseparable Models
• Instrumental Variable Estimation of Nonparametric Models
• Estimation for Partially Linear Single-index Instrumental Variables Models
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
• Nonparametric instrumental variables estimation for efficiency frontier
• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
• ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
• Inconsistency transmission and variance reduction in two-stage quantile regression
• Instrument Residual Estimator for Any Response Variable with Endogenous Binary Treatment
• A practical guide to compact infinite dimensional parameter spaces
• A factored form of the instrumental variable algorithm
• Efficient estimation of a triangular system of equations for quantile regression
• Instrumental variables in structural equation modelling: an application on the impact of labour factors on health and standard of livings
• Identification and Estimation of Multinomial Choice Models with Latent Special Covariates
• Identification of multi-valued treatment effects with unobserved heterogeneity
• Matching points: supplementing instruments with covariates in triangular models
• Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
• A Comparison of Two Quantile Models With Endogeneity
• A simple test of completeness in a class of nonparametric specification
• Nonparametric instrument model averaging
• Recovering Latent Variables by Matching
• An Equation for the Identification of Average Causal Effect in Nonlinear Models
• Instrumental variable estimation in ordinal probit models with mismeasured predictors
• Testing rank similarity in the local average treatment effects model

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