Efficient Instrumental Variables Estimation of Nonlinear Models
From MaRDI portal
Publication:3352346
DOI10.2307/2938351zbMath0728.62107OpenAlexW2091241331WikidataQ64116502 ScholiaQ64116502MaRDI QIDQ3352346
Publication date: 1990
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2938351
conditional expectationnonparametric regressionnearest neighborseries approximationfinite sample propertiesasymptotically efficient instrumental variables estimation of nonlinear modelsendogenous dummy variable modelnonlinear simultaneous equations models
Related Items
Efficient information theoretic inference for conditional moment restrictions, A note on non-parametric estimation with predicted variables, Generalized empirical likelihood testing in semiparametric conditional moment restrictions models, Consistent model specification tests based on \(k\)-nearest-neighbor estimation method, Consistent nonparametric hypothesis tests with an application to Slutsky symmetry, k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA, Efficient estimation of panel data models with sequential moment restrictions, Efficient estimation in models with independence restrictions, DENIS SARGAN: SOME PERSPECTIVES, A simple derivation of the efficiency bound for conditional moment restriction models, Combining conditional and unconditional moment restrictions with missing responses, ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS, Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression, A regression approach to ROC surface, with applications to Alzheimer's disease, Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables, Estimating demand for differentiated products with zeroes in market share data, Inference for high-dimensional instrumental variables regression, Error covariance matrix correction based approach to functional coefficient regression models with generated covariates, A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS, Penalized empirical likelihood estimation of semiparametric models, Maximum profile binomial likelihood estimation for the semiparametric Box-Cox power transformation model, Editorial: Whitney Newey's contributions to econometrics, Empirical likelihood estimation and consistent tests with conditional moment restrictions, Approximate maximum entropy on the mean for instrumental variable regression, Quasi score-driven models, Strong consistency of the general rank estimator, SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION, Second order approximation in a linear regression with heteroskedasticity of unknown form, Optimal linear instrumental variables approximations, TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS, Robust inference on average treatment effects with possibly more covariates than observations, EFFICIENT SEMIPARAMETRIC SEEMINGLY UNRELATED QUANTILE REGRESSION ESTIMATION, Efficient local IV estimation of an empirical auction model, Local GMM estimation of time series models with conditional moment restrictions, ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION, Consistent specification testing for conditional moment restrictions, An efficient marginal integration estimator of a semiparametric additive modelling, AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS, Instrumental variables estimation with many weak instruments using regularized JIVE, Consistent estimation with many moment inequalities, Variable selection for structural equation with endogeneity, Improving the performance of random coefficients demand models: the role of optimal instruments, On the asymptotics of \(Z\)-estimators indexed by the objective functions, Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances, Efficient estimation in dynamic conditional quantile models, A new class of asymptotically efficient estimators for moment condition models, Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments, Moment-based estimation of smooth transition regression models with endogenous variables, Semiparametric GMM estimation of spatial autoregressive models, Robust estimation with many instruments, Semiparametric least squares (SLS) and weighted SLS estimation of single-index models, GMM inference when the number of moment conditions in large, NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS, Econometric issues in the analysis of contagion, Two-Step Estimation of Endogenous and Exogenous Group Effects, Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis, Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models, Feedback in panel data models, A partially linear single‐index transformation model and its nonparametric estimation, Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators, Convenient estimators for the panel probit model, Efficient instrumental variables estimation of nonlinear dependent processes, Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors, An IV estimator for a functional coefficient model with endogenous discrete treatments, Efficient Estimation with Many Weak Instruments Using Regularization Techniques, Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics., Testing independence between exogenous variables and unobserved errors, On instrumental variable estimation of semiparametric dynamic panel data models.