An IV estimator for a functional coefficient model with endogenous discrete treatments

DOI10.1080/07474938.2021.1889200zbMATH Open1490.62458OpenAlexW3187143620MaRDI QIDQ5862425FDOQ5862425

Roger W. Klein, Chan Shen

Publication date: 9 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2021.1889200

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• Instrumental variables estimators of nonparametric models with discrete endogenous regressors
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• Semiparametric instrumental variable estimation of treatment response models.

zbMATH Keywords

semiparametricinstrumental variablesfunctional coefficient models

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)

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Cited In (3)

• Semiparametric instrumental variable estimation of treatment response models.
• Econometric Reviews Honors Cheng Hsiao
• Instrumental variables estimation of the average treatment effect in the correlated random coefficient model

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