Similar Search Results

Historical econometrics : instrumental variables and regression discontinuity designs

Caicedo, Felipe Valencia - 2020

Persistent link: https://www.econbiz.de/10012299251

Chernozhukov, Victor; Hansen, Christian Bailey - 2013

In this article, we review quantile models with endogeneity. We focus on models that achieve indentification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We discuss key conditions, which include monotonicity and...

Persistent link: https://www.econbiz.de/10009747939

Nonparametric instrumental variable estimation

Wilhelm, Daniel; Chetverikov, Denis; Kim, Dongwoo - 2017

This paper introduces Stata commands [R] npivreg and [R] npivregcv, which implement nonparametric instrumental variable …

Persistent link: https://www.econbiz.de/10011758353

What do instrumental variable models deliver with discrete dependent variables?

Chesher, Andrew; Rosen, Adam M. - 2013

We study models with discrete endogenous variables and compare the use of two stage least squares (2SLS) in a linear probability model with bounds analysis using a nonparametric instrumental variable model. 2SLS has the advantage of providing an easy to compute point estimator of a slope...

Persistent link: https://www.econbiz.de/10009718426

Simultaneous equations models for discrete outcomes : coherence, completeness, and identification

Chesher, Andrew; Rosen, Adam M. - 2012

This paper studies simultaneous equations models for two or more discrete outcomes. These models may be incoherent, delivering no values of the outcomes at certain values of the latent variables and covariates, and they may be incomplete, delivering more than one value of the outcomes at certain...

Persistent link: https://www.econbiz.de/10009580790

Quantile uncorrelation and instrumental regressions

Komarova, Tatiana; Severini, Thomas A.; Tamer, Elie T. - 2010 - Current draft: August 30, 2010

random variable Y is median uncorrelated with a k-dimensional random vector X if and only if the slope from an LAD regression …

Persistent link: https://www.econbiz.de/10008660608

Program evaluation with high-dimensional data

Belloni, Alexandre; Chernozhukov, Victor; … - 2013

special case and also covers a wide variety of classical and modern moment-condition problems in econometrics. We establish a …) regression functions, also providing practical, theoretically justified penalty choices. Each of these results is new and could …

Persistent link: https://www.econbiz.de/10010227452

Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

Chen, Xiaohong; Christensen, Timothy - 2013 - rev.

instrumental variables (NPIV) regression in econometrics and a difficult ill-posed inverse problem with unknown operator in …We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric … spline and wavelet least squares regression estimators under weakly dependent data and heavy-tailed error terms. This upper …

Persistent link: https://www.econbiz.de/10010197046

Inference on treatment effects after selection amongst high-dimensional controls

Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - 2013 - This version May 30, 2013

We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances where the number of controls may be much larger than the...

Persistent link: https://www.econbiz.de/10009747934

Program evaluation with high-dimensional data

Belloni, Alexandre; Chernozhukov, Victor; … - 2014 - This version: August 8, 2014

In this paper, we consider estimation of general modern moment-condition problems in econometrics in a data … continua of Lasso or Post-Lasso type estimators for continua of (nuisance) regression functions and provide practical …

Persistent link: https://www.econbiz.de/10010388633