Instrumental Variable Estimation of Nonparametric Models

From MaRDI portal
Publication:5472997

DOI10.1111/1468-0262.00459zbMath1154.62415OpenAlexW2045697015MaRDI QIDQ5472997

James L. Powell, Whitney K. Newey

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



Related Items

A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings, Functional coefficient instrumental variables models, Instrumental variable estimation of nonseparable models, A discontinuity test for identification in triangular nonseparable models, Iterative GMM for partially linear single-index models with partly endogenous regressors, 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, Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution, Local polynomial estimation of nonparametric simultaneous equations models, 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, Nonparametric instrumental variable estimation in practice, Estimating production functions with control functions when capital is measured with error, GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS, Adaptive estimation for an inverse regression model with unknown operator, 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, Nonparametric estimation in case of endogenous selection, 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, 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, Robust and optimal estimation for partially linear instrumental variables models with partial identification, Varying random coefficient models, Regressions with Berkson errors in covariates -- a nonparametric approach, Additive nonparametric instrumental regressions: a guide to implementation, Direct instrumental nonparametric estimation of inverse regression functions, NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS, A local generalized method of moments estimator, Grouped effects estimators in fixed effects models, High dimensional semiparametric moment restriction models, Nonparametric errors in variables models with measurement errors on both sides of the equation, On deconvolution with repeated measurements, Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables, Genericity of the completeness condition with constrained instruments, Threshold regression with endogeneity, 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, Posterior consistency of nonparametric conditional moment restricted models, Semiparametric estimation in triangular system equations with nonstationarity, Bounding quantile demand functions using revealed preference inequalities, Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter, Non parametric analysis of panel data models with endogenous variables, Optimal linear instrumental variables approximations, Ill-posed estimation in high-dimensional models with instrumental variables, Generalized random forests, Identification of mixture models using support variations, Priors about observables in vector autoregressions, 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, Uniform confidence bands for functions estimated nonparametrically with instrumental variables, Well-posedness of measurement error models for self-reported data, The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions, Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior, Nonparametric identification of dynamic models with unobserved state variables, Instrumental variable methods for recovering continuous linear functionals, A model-free consistent test for structural change in regression possibly with endogeneity, Testing parametric models in the presence of instrumental variables, Nonparametric IV estimation of local average treatment effects with covariates, Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects, Orthogonal polynomials for seminonparametric instrumental variables model, REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS, 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, Uniform confidence bands for nonparametric errors-in-variables regression, Methodology and convergence rates for functional linear regression, 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, Nonparametric identification of a binary random factor in cross section data, Moment-based estimation of smooth transition regression models with endogenous variables, Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity, Local indirect least squares and average marginal effects in nonseparable structural systems, Tikhonov regularization for nonparametric instrumental variable estimators, Specification testing in nonparametric instrumental variable estimation, Estimation for Partially Linear Single-index Instrumental Variables Models, 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, 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, Instrumental variables: an econometrician's perspective, Nonparametric identification and estimation of transformation models, Semiparametric single-index panel data models with cross-sectional dependence, Instrumental variables estimators of nonparametric models with discrete endogenous regressors, Nonparametric methods for inference in the presence of instrumental variables, Income and democracy: a semiparametric approach, Semiparametric estimation of signaling games with equilibrium refinement, NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES, An Equation for the Identification of Average Causal Effect in Nonlinear Models, Identification and Identification Failure for Treatment Effects Using Structural Systems, Control functions in nonseparable simultaneous equations models, How to deal with parameter estimation in continuous-time stochastic systems, Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials, Semiparametric Causal Mediation Analysis with Unmeasured Mediator-Outcome Confounding, Calibrated regression estimation using empirical likelihood under data fusion, Identifying Effects of Multiple Treatments in the Presence of Unmeasured Confounding, Recovering Latent Variables by Matching, Sieve BLP: a semi-nonparametric model of demand for differentiated products, Nonparametric identification and estimation with discrete instruments and regressors, Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators, Semi-nonparametric estimation of random coefficients logit model for aggregate demand, A Versatile Estimation Procedure Without Estimating the Nonignorable Missingness Mechanism, Wavelet Estimation for Regression Convolution Model with Heteroscedastic Errors, Semiparametric estimation of latent variable asset pricing models, NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS, A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS, Orthogonal statistical learning, Identification and estimation of sequential games of incomplete information with multiple equilibria, Identification and estimation of triangular models with a binary treatment, Modified see variable selection for linear instrumental variable regression models, Locally Robust Semiparametric Estimation, Unnamed Item, Projected state-action balancing weights for offline reinforcement learning, Identification and Estimation of Multinomial Choice Models with Latent Special Covariates, Matching points: supplementing instruments with covariates in triangular models, Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence, Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators, Editorial: Whitney Newey's contributions to econometrics, Simple adaptive estimation of quadratic functionals in nonparametric IV models, Minimax analysis for inverse risk in nonparametric planer invertible regression, Optimal weighting for linear inverse problems, Series estimation for single‐index models under constraints, HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS, SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS, LASSO-TYPE GMM ESTIMATOR, NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION, NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS, Nonparametric instrumental variable derivative estimation, Identification and estimation of local average derivatives in non-separable models without monotonicity, DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION, ESTIMATION OF A SEMIPARAMETRIC IGARCH(1,1) MODEL, Semiparametric methods in nonlinear time series analysis: a selective review, ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION, CAUSAL ANALYSIS AFTER HAAVELMO, SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS, A flexible instrumental variable approach, EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS, QUANTILE REGRESSION WITH MISMEASURED COVARIATES, Efficient estimation of non parametric simultaneous equations models, NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS, INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS, Identification of average marginal effects under misspecification when covariates are normal, A practical guide to compact infinite dimensional parameter spaces, Detecting multiple equilibria for continuous dependent variables, An IV estimator for a functional coefficient model with endogenous discrete treatments, A simple test of completeness in a class of nonparametric specification, Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data