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

DOI10.1016/J.JECONOM.2012.05.018zbMATH Open1443.62108OpenAlexW2156522434MaRDI QIDQ528062FDOQ528062

Authors: Thomas Severini, Gautam Tripathi Edit this on Wikidata

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

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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)

Cites Work

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• The Asymptotic Variance of Semiparametric Estimators
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• Nonparametric instrumental regression
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• Nonparametric methods for inference in the presence of instrumental variables
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• Efficient Semiparametric Estimation of Expectations
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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
• Adaptive estimation of functionals in nonparametric instrumental regression
• Irregular identification of structural models with nonparametric unobserved heterogeneity
• 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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