Instrumental variable estimation of nonseparable models

DOI10.1016/J.JECONOM.2006.06.002MaRDI QIDQ280226zbMATH OpenOpenAlexWikidataFDO

Authors Victor Chernozhukov, Guido W. Imbens, Whitney Newey

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

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)

Recommendations

• Instrumental Variable Estimation of Nonparametric Models
• Minimum distance from independence estimation of nonseparable instrumental variables models
• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
• Identification of nonseparable models using instruments with small support
• Identification in Nonseparable Models

Cites work

• scientific article; zbMATH DE number 3605767 (Why is no real title available?)
• An IV Model of Quantile Treatment Effects
• Identification and estimation of triangular simultaneous equations models without additivity
• Identification in Nonseparable Models
• Identification in Parametric Models
• Instrumental Variable Estimation of Nonparametric Models
• Nonparametric Estimation of Nonadditive Random Functions
• Nonparametric instrumental regression
• Nonparametric methods for inference in the presence of instrumental variables
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
• Uniform Convergence in Probability and Stochastic Equicontinuity

Cited in

(88)

• Inconsistency of a proposed nonlinear instrumental variables estimator for probit and logit models with endogenous regressors
• Testing rank similarity in the local average treatment effects model
• Inference in nonparametric instrumental variables with partial identification
• Inconsistency transmission and variance reduction in two-stage quantile regression
• Iterative algorithm for non parametric estimation of the instrumental variables quantiles
• Nonparametric identification using instrumental variables: sufficient conditions for completeness
• The asymptotic model quality assessment for instrumental variable identification revisited
• Identification of Marginal Effects in Nonseparable Models Without Monotonicity
• Choosing instrumental variables in conditional moment restriction models
• Instrument Residual Estimator for Any Response Variable with Endogenous Binary Treatment
• Minimum distance from independence estimation of nonseparable instrumental variables models
• Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
• Examples of \(L^2\)-complete and boundedly-complete distributions
• What do quantile regressions identify for general structural functions?
• Identification and identification failure for treatment effects using structural systems
• 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
• A practical guide to compact infinite dimensional parameter spaces
• Instrumental variables estimation with partially missing instruments
• Bounding quantile demand functions using revealed preference inequalities
• Instrumental variable estimation based on conditional median restriction
• An equation for the identification of average causal effect in nonlinear models
• Non-separable models with high-dimensional data
• A factored form of the instrumental variable algorithm
• Control functions in nonseparable simultaneous equations models
• Nonparametric methods for inference in the presence of instrumental variables
• Global identification in nonlinear models with moment restrictions
• Efficient estimation of a triangular system of equations for quantile regression
• Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
• Control variables, discrete instruments, and identification of structural functions
• Posterior consistency of nonparametric conditional moment restricted models
• On independence conditions in nonseparable models: observable and unobservable instruments
• Nonparametric instrumental variable estimation in practice
• Instrumental variables in structural equation modelling: an application on the impact of labour factors on health and standard of livings
• Identification of unconditional partial effects in nonseparable models
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models
• Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
• Injectivity of a class of integral operators with compactly supported kernels
• Tikhonov regularization for nonparametric instrumental variable estimators
• 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
• Quasi-Bayesian analysis of nonparametric instrumental variables models
• Direct instrumental nonparametric estimation of inverse regression functions
• Identification of nonseparable models using instruments with small support
• Identification of nonseparable triangular models with discrete instruments
• A simple test of completeness in a class of nonparametric specification
• Efficient estimation in models with independence restrictions
• INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
• Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
• Instrumental variables: an econometrician's perspective
• Nonparametric identification and estimation of transformation models
• Using monotonicity restrictions to identify models with partially latent covariates
• On rate optimality for ill-posed inverse problems in econometrics
• Specification testing in nonparametric instrumental quantile regression
• INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
• Nonparametric instrument model averaging
• Partial identification of nonseparable models using binary instruments
• Unbiased instrumental variables estimation under known first-stage sign
• Generalized Instrumental Variable Models
• Identification and shape restrictions in nonparametric instrumental variables estimation
• Local identification of nonparametric and semiparametric models
• On the completeness condition in nonparametric instrumental problems
• Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
• Instrumental variable estimation of factor models with possibly many variables
• An instrumental variable estimator for mixed indicators: analytic derivatives and alternative parameterizations
• Nonparametric identification of accelerated failure time competing risks models
• 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
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
• Estimation for Partially Linear Single-index Instrumental Variables Models
• Recovering Latent Variables by Matching
• Identification in Nonseparable Models
• Instrumental Variable Estimation of Nonparametric Models
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
• Nonparametric instrumental variable estimation of structural quantile effects
• Nonparametric instrumental variables estimation for efficiency frontier
• Identification and estimation of local average derivatives in non-separable models without monotonicity
• Instrumental variable estimation in ordinal probit models with mismeasured predictors
• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models

This page was built for publication: Instrumental variable estimation of nonseparable models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q280226)