Nonparametric instrumental variables and regular estimation

DOI10.1017/S0266466617000093zbMATH Open1390.62060OpenAlexW2606210834MaRDI QIDQ4643223FDOQ4643223

Zhipeng Liao, Jinyong Hahn

Publication date: 24 May 2018

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466617000093

Recommendations

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zbMATH Keywords

nonparametric instrumental variableregular estimation

Mathematics Subject Classification ID

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

Cites Work

• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
• Semiparametric efficiency bounds
• The Asymptotic Variance of Semiparametric Estimators
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
• Instrumental Variable Estimation of Nonparametric Models
• Applied Nonparametric Instrumental Variables Estimation
• The Weighted Hermite Polynomials Form a Basis for <em>L</em>²(ℝ)
• Title not available (Why is that?)
• Asymptotic efficiency in semi-parametric models with censoring
• On differentiable functionals
• IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION
• The Efficiency Bound of the Mixed Proportional Hazard Model
• Nonparametric methods for inference in the presence of instrumental variables
• Estimation of Nonlinear Models with Measurement Error
• ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS
• ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
• Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

Cited In (7)

• Inference in nonparametric instrumental variables with partial identification
• NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
• Nonparametric methods for inference in the presence of instrumental variables
• Nonparametric instrumental variable estimation in practice
• Iterative regularisation in nonparametric instrumental regression
• Nonparametric instrument model averaging
• Identification and shape restrictions in nonparametric instrumental variables estimation

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