Nonparametric instrumental variables and regular estimation

DOI10.1017/S0266466617000093MaRDI QIDQ4643223zbMATHOpenAlexFDO

Authors Jinyong Hahn, Zhipeng Liao

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

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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 1827860 (Why is no real title available?)
• Applied nonparametric instrumental variables estimation
• Asymptotic efficiency in semi-parametric models with censoring
• Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Estimation of Nonlinear Models with Measurement Error
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
• Identification and estimation by penalization in nonparametric instrumental regression
• Instrumental Variable Estimation of Nonparametric Models
• Nonparametric methods for inference in the presence of instrumental variables
• On differentiable functionals
• On rate optimality for ill-posed inverse problems in econometrics
• On the completeness condition in nonparametric instrumental problems
• Semiparametric efficiency bounds
• The Asymptotic Variance of Semiparametric Estimators
• The Efficiency Bound of the Mixed Proportional Hazard Model
• The Weighted Hermite Polynomials Form a Basis for <em>L</em>²(ℝ)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Cited in

(10)

• Identification and shape restrictions in nonparametric instrumental variables estimation
• Nonparametric methods for inference in the presence of instrumental variables
• Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
• NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
• Nonparametric instrument model averaging
• On completeness and consistency in nonparametric instrumental variable models
• Inference in nonparametric instrumental variables with partial identification
• Nonparametric instrumental variable estimation in practice
• Iterative regularisation in nonparametric instrumental regression
• Nonparametric instrumental variable estimation under monotonicity

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