Identification and estimation of triangular simultaneous equations models without additivity

DOI10.3982/ECTA7108zbMATH Open1182.62215MaRDI QIDQ3653232FDOQ3653232

Guido W. Imbens, Whitney Newey

Publication date: 21 December 2009

Published in: Econometrica (Search for Journal in Brave)

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zbMATH Keywords

nonparametric estimationdemand analysisboundscontrol variablesnonseparable modelsaverage derivativequantile effectspolicy effect

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

Cited In (only showing first 100 items - show all)

• Instrumental variable estimation of nonseparable models
• Testing for monotonicity in unobservables under unconfoundedness
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
• Local indirect least squares and average marginal effects in nonseparable structural systems
• Iterative algorithm for non parametric estimation of the instrumental variables quantiles
• ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS
• On instrumental variables estimation of causal odds ratios
• Minimum distance from independence estimation of nonseparable instrumental variables models
• Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
• Quantile regression methods for recursive structural equation models
• A discontinuity test for identification in triangular nonseparable models
• Bounding quantile demand functions using revealed preference inequalities
• The identification region of the potential outcome distributions under instrument independence
• Specification testing for transformation models with an application to generalized accelerated failure-time models
• Nonparametric identification in panels using quantiles
• Censored regression quantiles with endogenous regressors
• Endogeneity in quantile regression models: a control function approach
• Testing a conditional form of exogeneity
• Estimating production functions with robustness against errors in the proxy variables
• Control functions in nonseparable simultaneous equations models
• Local polynomial estimation of nonparametric simultaneous equations models
• Weak identification robust tests in an instrumental quantile model
• How many consumers are rational?
• Increasing the price variation in a repeated cross section
• Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
• Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure
• Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
• Varying random coefficient models
• A Simple Estimator for Binary Choice Models with Endogenous Regressors
• Structural measurement errors in nonseparable models
• Economic juries and public project provision
• Instrumental variable methods for recovering continuous linear functionals
• Regression Discontinuity Designs With a Continuous Treatment
• Tests for price endogeneity in differentiated product models
• UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
• Identification of unconditional partial effects in nonseparable models
• Instrumental Variable Estimators for Binary Outcomes
• Testing for monotonicity under endogeneity: an application to the reservation wage function
• Nonparametric errors in variables models with measurement errors on both sides of the equation
• Identification and nonparametric estimation of a transformed additively separable model
• Identifying causal effects in experiments with spillovers and non-compliance
• Nonparametric IV estimation of local average treatment effects with covariates
• The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Instrumental variables: an econometrician's perspective
• Testing for separability in structural equations
• Semiparametric structural models of binary response: shape restrictions and partial identification
• Generalized Jackknife Estimators of Weighted Average Derivatives
• Nonparametric regression with nonparametrically generated covariates
• Semiparametric estimation of binary response models with endogenous regressors
• Quantile regression with censoring and endogeneity
• Tighter bounds in triangular systems
• Asymptotics for panel quantile regression models with individual effects
• IDENTIFICATION IN TRIANGULAR SYSTEMS USING CONTROL FUNCTIONS
• Maximum likelihood estimation of stochastic frontier models with endogeneity
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
• GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA
• Identification and estimation of local average derivatives in non-separable models without monotonicity
• Nonparametric instrumental variables estimation for efficiency frontier
• Nonparametric identification in nonseparable panel data models with generalized fixed effects
• Nonparametric estimation of distributional policy effects
• REGRESSOR DIMENSION REDUCTION WITH ECONOMIC CONSTRAINTS: THE EXAMPLE OF DEMAND SYSTEMS WITH MANY GOODS
• Testing the homogeneous marginal utility of income assumption
• Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
• Pairwise-difference estimation of incomplete information games
• IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL
• Simple Estimators for Invertible Index Models
• Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms
• Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
• Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments
• A closed-form estimator for quantile treatment effects with endogeneity
• Applied welfare analysis for discrete choice with interval-data on income
• Nonseparable multinomial choice models in cross-section and panel data
• Three-stage semi-parametric inference: control variables and differentiability
• Identification of average marginal effects under misspecification when covariates are normal
• Box–Cox power transformation unconditional quantile regressions with an application on wage inequality
• Quantile structural treatment effects: application to smoking wage penalty and its determinants
• An IV estimator for a functional coefficient model with endogenous discrete treatments
• Identification and estimation in a linear correlated random coefficients model with censoring
• A Unified Framework for Specification Tests of Continuous Treatment Effect Models
• Treatment Evaluation in the Presence of Sample Selection
• A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
• Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data
• Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
• NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
• PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS
• Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors
• Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
• ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY
• Estimation of nonseparable models with censored dependent variables and endogenous regressors
• A control function approach to estimate panel data binary response model
• Non-separable models with high-dimensional data
• Excess heterogeneity, endogeneity and index restrictions
• Identification and estimation of triangular models with a binary treatment
• Generated Covariates in Nonparametric Estimation: A Short Review
• Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
• Efficient estimation of a triangular system of equations for quantile regression
• Control variables, discrete instruments, and identification of structural functions
• A correlated random coefficient panel model with time-varying endogeneity

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