Specification testing in nonparametric instrumental variable estimation
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Cites work
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 3917463 (Why is no real title available?)
- scientific article; zbMATH DE number 3651578 (Why is no real title available?)
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Comparing nonparametric versus parametric regression fits
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Instrumental Variable Estimation of Nonparametric Models
- Linear integral equations.
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
- Nonparametric instrumental regression
- Nonparametric methods for inference in the presence of instrumental variables
- On rate optimality for ill-posed inverse problems in econometrics
- On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
- Perturbation of spectral subspaces and solution of linear operator equations
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
- Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
Cited in
(11)- Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- A simple test of completeness in a class of nonparametric specification
- Some results on the finite sample significance levels of instrumental variable tests for non-nested models
- Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
- Specification testing in random coefficient models
- Specification testing in nonparametric instrumental quantile regression
- Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
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