Nonparametric Estimation of Nonadditive Random Functions

DOI10.1111/1468-0262.00452zbMath1154.62327OpenAlexW1989711934MaRDI QIDQ5472989

Publication date: 19 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10908/409

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (62)

A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings ⋮ Dynamic discrete choice and dynamic treatment effects ⋮ Instrumental variable estimation of nonseparable models ⋮ Instrumental values ⋮ A discontinuity test for identification in triangular nonseparable models ⋮ Testing for monotonicity in unobservables under unconfoundedness ⋮ Vector quantile regression: an optimal transport approach ⋮ Finite sample inference for quantile regression models ⋮ Nonparametric estimation of distributional policy effects ⋮ Conditional value-at-risk: semiparametric estimation and inference ⋮ Tests for price endogeneity in differentiated product models ⋮ Unobserved heterogeneity and endogeneity in nonparametric frontier estimation ⋮ Nonparametric estimation of first-price auctions with risk-averse bidders ⋮ Efficient estimation in models with independence restrictions ⋮ Minimum distance from independence estimation of nonseparable instrumental variables models ⋮ Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors ⋮ Identification and Identification Failure for Treatment Effects Using Structural Systems ⋮ Direct instrumental nonparametric estimation of inverse regression functions ⋮ Rationalization and identification of binary games with correlated types ⋮ Control functions in nonseparable simultaneous equations models ⋮ Iterative algorithm for non parametric estimation of the instrumental variables quantiles ⋮ Identification of unconditional partial effects in nonseparable models ⋮ Partial identification in nonseparable binary response models with endogenous regressors ⋮ Prices, profits, proxies, and production ⋮ Nonparametric errors in variables models with measurement errors on both sides of the equation ⋮ Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness ⋮ Testing rank similarity in the local average treatment effects model ⋮ IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS ⋮ TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA ⋮ A condition for the identification of multivariate models with binary instruments ⋮ Panel Data Quantile Regression for Treatment Effect Models ⋮ Matching points: supplementing instruments with covariates in triangular models ⋮ Nonseparable sample selection models with censored selection rules ⋮ On the identification of the procurement model ⋮ Identification of unobserved distribution factors and preferences in the collective household model ⋮ The empirical content of Cournot competition ⋮ GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA ⋮ Bounding quantile demand functions using revealed preference inequalities ⋮ Partial identification by extending subdistributions ⋮ Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments ⋮ New results on the identification of stochastic bargaining models ⋮ Identification and estimation of local average derivatives in non-separable models without monotonicity ⋮ IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION ⋮ Nonparametric identification of dynamic models with unobserved state variables ⋮ Constructive identification in some nonseparable discrete choice models ⋮ Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures ⋮ Linear IV regression estimators for structural dynamic discrete choice models ⋮ On independence conditions in nonseparable models: observable and unobservable instruments ⋮ PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS ⋮ Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity ⋮ Quantile-based nonparametric inference for first-price auctions ⋮ Identification and estimation of time-varying nonseparable panel data models without stayers ⋮ QUANTILE REGRESSION WITH MISMEASURED COVARIATES ⋮ Identification of semiparametric model coefficients, with an application to collective households ⋮ Non-separable models with high-dimensional data ⋮ Conditional quantile processes based on series or many regressors ⋮ Testing Additive Separability of Error Term in Nonparametric Structural Models ⋮ Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data ⋮ NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS ⋮ Instrumental variables: an econometrician's perspective ⋮ Identification and estimation in a correlated random coefficients binary response model ⋮ Heterogeneity and selection in dynamic panel data

This page was built for publication: Nonparametric Estimation of Nonadditive Random Functions