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Historical econometrics : instrumental variables and regression discontinuity designs
Caicedo, Felipe Valencia - 2020
Persistent link: https://www.econbiz.de/10012299251
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Quantile models with endogeneity
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
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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
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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
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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
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Nonparametric instrumental variables estimation of a quantile regression model
Horowitz, Joel (contributor); Lee, Sokbae (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332176
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Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
Severini, Thomas A. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003481731
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Nonparametric identification of the classical errors-in-variables model without side information
Schennach, Susanne M. (contributor); Hu, Yingyao (contributor) - 2007
Persistent link: https://www.econbiz.de/10003502450
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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
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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