Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

DOI10.1016/J.JECONOM.2012.05.018MaRDI QIDQ528062zbMATH OpenOpenAlexFDO

Authors Thomas Severini, Gautam Tripathi

Publication date 12 May 2017

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://media.economics.uconn.edu/working/2007-18.pdf, http://www.sciencedirect.com/science/article/pii/S0304407612001303

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
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• The Asymptotic Variance of Semiparametric Estimators
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Cited in

(14)

• Imposing economic constraints in nonparametric regression: survey, implementation, and extension
• Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
• Optimal linear instrumental variables approximations
• A simple estimator for partial linear regression with endogenous nonparametric variables
• Instrumental variable methods for recovering continuous linear functionals
• Minimizing sensitivity to model misspecification
• Locally Robust Semiparametric Estimation
• Irregular identification of structural models with nonparametric unobserved heterogeneity
• Adaptive estimation of functionals in nonparametric instrumental regression
• Robust and optimal estimation for partially linear instrumental variables models with partial identification
• Nonparametric instrumental variables and regular estimation
• Proximal causal inference without uniqueness assumptions
• Nonparametric causal inference with confounders missing not at random
• SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION

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