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)

Recommendations

• Nonparametric instrumental regression
• Efficiency Bounds for Semiparametric Regression
• Efficient Instrumental Variables Estimation of Nonlinear Models
• Nonparametric instrumental variable derivative estimation
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS

Cites work

• A simplified approach to computing efficiency bounds in semiparametric models
• Achieving information bounds in non and semiparametric models
• Asymptotic Statistics
• Efficiency Bounds for Semiparametric Regression
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Efficient Semiparametric Estimation of Expectations
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
• scientific article; zbMATH DE number 4169087 (Why is no real title available?)
• scientific article; zbMATH DE number 3574390 (Why is no real title available?)
• scientific article; zbMATH DE number 1231230 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• scientific article; zbMATH DE number 3281211 (Why is no real title available?)
• Linear integral equations.
• Nonparametric instrumental regression
• Nonparametric methods for inference in the presence of instrumental variables
• On differentiable functionals
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
• The Asymptotic Variance of Semiparametric Estimators
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Cited in

(17)

• Optimal linear instrumental variables approximations
• Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
• Robust and optimal estimation for partially linear instrumental variables models with partial identification
• Irregular identification of structural models with nonparametric unobserved heterogeneity
• Imposing economic constraints in nonparametric regression: survey, implementation, and extension
• Nonparametric instrumental variables and regular estimation
• SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
• Instrumental variable methods for recovering continuous linear functionals
• Adaptive estimation of functionals in nonparametric instrumental regression
• Minimizing sensitivity to model misspecification
• Proximal causal inference without uniqueness assumptions
• Locally Robust Semiparametric Estimation
• Nonparametric causal inference with confounders missing not at random
• On the asymptotic validity of confidence sets for linear functionals of solutions to integral equations
• Nonparametric estimation of path-specific effects in the presence of nonignorable missing covariates
• Inference on time series nonparametric conditional moment restrictions using nonlinear sieves
• A simple estimator for partial linear regression with endogenous nonparametric variables

This page was built for publication: Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q528062)