Nonparametric Instrumental Regression
From MaRDI portal
Publication:4911153
DOI10.3982/ECTA6539zbMath1274.62277OpenAlexW3125538493MaRDI QIDQ4911153
Serge Darolles, Yanqin Fan, Eric Renault, Jean-Pierre Florens
Publication date: 14 March 2013
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta6539
Related Items
A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings, Instrumental variable estimation of nonseparable models, LOL selection in high dimension, Income and democracy: a semiparametric approach, A discontinuity test for identification in triangular nonseparable models, Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution, Local polynomial estimation of nonparametric simultaneous equations models, Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative, A new instrumental method for dealing with endogenous selection, Nonparametric instrumental variable estimation in practice, Estimating production functions with control functions when capital is measured with error, Nonparametric instrumental variables estimation for efficiency frontier, Regularized Posteriors in Linear Ill-Posed Inverse Problems, NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES, Detecting heterogeneous treatment effects with instrumental variables and application to the Oregon Health Insurance Experiment, Nonparametric estimation in case of endogenous selection, Inference in semiparametric conditional moment models with partial identification, Examples of \(L^2\)-complete and boundedly-complete distributions, Injectivity of a class of integral operators with compactly supported kernels, Identification and Identification Failure for Treatment Effects Using Structural Systems, Additive nonparametric instrumental regressions: a guide to implementation, Direct instrumental nonparametric estimation of inverse regression functions, Functional linear regression with functional response, Exponentially tilted likelihood inference on growing dimensional unconditional moment models, Control functions in nonseparable simultaneous equations models, Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares, Wavelet Estimation for Regression Convolution Model with Heteroscedastic Errors, NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS, Unnamed Item, Identification and Estimation of Multinomial Choice Models with Latent Special Covariates, Simple adaptive estimation of quadratic functionals in nonparametric IV models, Optimal weighting for linear inverse problems, Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables, HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS, Threshold regression with endogeneity, SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS, Quasi-Bayesian analysis of nonparametric instrumental variables models, Kernel-based nonlinear canonical analysis and time reversibility, Estimation of the distribution of random shifts deformation, Posterior consistency of nonparametric conditional moment restricted models, Efficient estimation of general dynamic models with a continuum of moment conditions, Nonparametric dynamic panel data models: kernel estimation and specification testing, Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter, Non parametric analysis of panel data models with endogenous variables, Optimal linear instrumental variables approximations, Ill-posed estimation in high-dimensional models with instrumental variables, Generalized random forests, NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS, Nonparametric instrumental variable derivative estimation, Statistical causality and measurable separability of \(\sigma \)-algebras, Identification and estimation of local average derivatives in non-separable models without monotonicity, The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions, Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior, Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors, Instrumental variable methods for recovering continuous linear functionals, A model-free consistent test for structural change in regression possibly with endogeneity, Semiparametric methods in nonlinear time series analysis: a selective review, Testing parametric models in the presence of instrumental variables, ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION, Nonparametric IV estimation of local average treatment effects with covariates, Orthogonal polynomials for seminonparametric instrumental variables model, REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS, Solving Euler equations via two-stage nonparametric penalized splines, Methodology and convergence rates for functional linear regression, Nonparametric estimation of noisy integral equations of the second kind, Variable selection for structural equation with endogeneity, Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression, On independence conditions in nonseparable models: observable and unobservable instruments, Local indirect least squares and average marginal effects in nonseparable structural systems, Tikhonov regularization for nonparametric instrumental variable estimators, Specification testing in nonparametric instrumental variable estimation, Editors' introduction, l1Penalty for Ill-Posed Inverse Problems, Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring, Adaptive estimation for some nonparametric instrumental variable models with full independence, Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms, Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions, NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION, A practical guide to compact infinite dimensional parameter spaces, Smooth coefficient models with endogenous environmental variables, Goodness-of-fit tests based on series estimators in nonparametric instrumental regression, Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors, A semiparametric generalized ridge estimator and link with model averaging, A simple test of completeness in a class of nonparametric specification, Nonparametric identification and estimation of transformation models, Semiparametric instrumental variable estimation of treatment response models., Instrumental variables estimators of nonparametric models with discrete endogenous regressors, Nonparametric methods for inference in the presence of instrumental variables
