Instrumental Variable Estimation of Nonparametric Models

DOI10.1111/1468-0262.00459MaRDI QIDQ5472997zbMATH OpenOpenAlexFDO

Authors Whitney Newey, James L. Powell

Publication date 19 June 2006

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1468-0262.00459

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

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Cited in

(only showing first 100 items - show all)

• Nonparametric IV estimation of local average treatment effects with covariates
• Semiparametric and nonparametric methods in econometrics. Abstracts from the workshop held March 18--24, 2007.
• On instrumental variable estimation of semiparametric dynamic panel data models.
• Nonparametric estimation in case of endogenous selection
• Additive nonparametric instrumental regressions: a guide to implementation
• Threshold regression with endogeneity
• Priors about observables in vector autoregressions
• Semiparametric instrumental variables estimation
• A local generalized method of moments estimator
• A model-free consistent test for structural change in regression possibly with endogeneity
• Linear IV regression estimators for structural dynamic discrete choice models
• Solving Euler equations via two-stage nonparametric penalized splines
• Nonparametric regression with selectively missing covariates
• Heterogeneous endogeneity
• 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 of nonparametric monotonic regression models with continuous nonclassical measurement errors
• Estimating multinomial choice models with unobserved choice sets
• A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
• Detecting heterogeneous treatment effects with instrumental variables and application to the Oregon Health Insurance Experiment
• Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
• Optimal linear instrumental variables approximations
• Ill-posed estimation in high-dimensional models with instrumental variables
• Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
• Uniform confidence bands for nonparametric errors-in-variables regression
• Semi-parametric single-index panel data models with interactive fixed effects: theory and practice
• Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
• 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
• Nonparametric identification and estimation of transformation models
• Semiparametric single-index panel data models with cross-sectional dependence
• Minimum distance from independence estimation of nonseparable instrumental variables models
• Examples of \(L^2\)-complete and boundedly-complete distributions
• Injectivity of a class of integral operators with compactly supported kernels
• Regression discontinuity design with continuous measurement error in the running variable
• Direct instrumental nonparametric estimation of inverse regression functions
• On deconvolution with repeated measurements
• Quasi-Bayesian analysis of nonparametric instrumental variables models
• Estimation of a nonlinear panel data model with semiparametric individual effects
• Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
• Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
• Semiparametric estimation in triangular system equations with nonstationarity
• Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
• Non parametric analysis of panel data models with endogenous variables
• Testing parametric models in the presence of instrumental variables
• Nonparametric estimation of noisy integral equations of the second kind
• Discussion: Nonparametric estimation of noisy integral equations of the second kind
• Endogeneity in high dimensions
• Empirical likelihood inferences for semiparametric instrumental variable models
• Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
• Instrumental variables: an econometrician's perspective
• Instrumental variables estimators of nonparametric models with discrete endogenous regressors
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
• A new instrumental method for dealing with endogenous selection
• Testing semiparametric conditional moment restrictions using conditional martingale transforms
• Estimating production functions with control functions when capital is measured with error
• Robust and optimal estimation for partially linear instrumental variables models with partial identification
• Varying random coefficient models
• High dimensional semiparametric moment restriction models
• Genericity of the completeness condition with constrained instruments
• Functional coefficient instrumental variables models
• Orthogonal polynomials for seminonparametric instrumental variables model
• Regularizing priors for linear inverse problems
• Instrumental variable estimation of nonseparable models
• Estimation for Partially Linear Single-index Instrumental Variables Models
• A discontinuity test for identification in triangular nonseparable models
• Inference in nonparametric instrumental variables with partial identification
• Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
• Nonparametric instrumental variable estimation of structural quantile effects
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
• Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
• Instrumental variable estimation based on conditional median restriction
• Global identification in nonlinear models with moment restrictions
• Adaptive estimation for an inverse regression model with unknown operator
• Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution
• Local polynomial estimation of nonparametric simultaneous equations models
• Nonparametric estimation of dynamic panel models with fixed effects
• Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
• INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
• On the completeness condition in nonparametric instrumental problems
• Identification and estimation by penalization in nonparametric instrumental regression
• On rate optimality for ill-posed inverse problems in econometrics
• CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
• Demand analysis as an ill-posed inverse problem with semiparametric specification
• Estimation of a semiparametric IGARCH(1,1) model
• Empirical likelihood estimation of conditional moment restriction models with unknown functions
• Nonparametric instrumental variable estimation in practice
• Applied nonparametric instrumental variables estimation
• THE LIMITS OF ECONOMETRICS: NONPARAMETRIC ESTIMATION IN HILBERT SPACES
• Efficient Instrumental Variables Estimation of Nonlinear Models
• NONPARAMETRIC STUDY OF SOLUTIONS OF DIFFERENTIAL EQUATIONS
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
• Inference in semiparametric conditional moment models with partial identification
• LASSO-TYPE GMM ESTIMATOR
• Identification and estimation of local average derivatives in non-separable models without monotonicity
• QUANTILE REGRESSION WITH MISMEASURED COVARIATES
• Non-parametrical identification in economic systems
• Regressions with Berkson errors in covariates -- a nonparametric approach
• On the Nature and Discovery of Structure

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