Convergency and divergency of functional coefficient weak instrumental variables models

DOI10.4310/SII.2008.V1.N2.A11MaRDI QIDQ660068zbMATH OpenOpenAlexFDO

Authors Henong Li, Zongwu Cai

Publication date 25 January 2012

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/sii.2008.v1.n2.a11

zbMATH Keywords

discontinuitydivergenceendogeneityfunctional coefficient modellocal linear fittingsimultaneous equationsweak instrumental variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Recommendations

• Functional coefficient instrumental variables models
• Nonlinearity induced weak instrumentation
• Nonparametric estimation of triangular simultaneous equations models under weak identification
• Nonparametric methods for inference in the presence of instrumental variables
• Discontinuities of weak instrument limiting distributions.

Cited in

(5)

• Discontinuities of weak instrument limiting distributions.
• Functional coefficient instrumental variables models
• Weak instrumental variables models for longitudinal data
• Nonlinearity induced weak instrumentation
• Nonparametric estimation of triangular simultaneous equations models under weak identification

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