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Identification and estimation in a correlated random coefficients binary response model
Hoderlein, Stefan; Sherman, Robert - 2012
We study identification and estimation in a binary response model with random coefficients B allowed to be correlated with regressors X. Our objective is to identify the mean of the distribution of B and estimate a trimmed mean of this distribution. Like Imbens and Newey (2009), we use...
Persistent link: https://www.econbiz.de/10009728916
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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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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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Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
Horowitz, Joel (contributor); Lee, Sokbae (contributor) - 2007
Persistent link: https://www.econbiz.de/10003410811
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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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Nonparametric identification using instrumental variables : sufficient conditions for completeness
Hu, Yingyao; Shiu, Ji-Liang - 2011
This paper provides sufficient conditions for the nonparametric identification of the regression function m(.) in a … regression model with an endogenous regressor x and an instrumental variable z. It has been shown that the identification of the … regression function from the conditional expectation of the dependent variable on the instrument relies on the completeness of …
Persistent link: https://www.econbiz.de/10009230272
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - 2012
This paper is concerned with inference about an unidentified linear functional, L(g), where the function g satisfies the relation Y=g(x) + U; E(U/W) = 0. In this relation, Y is the dependent variable, X is a possibly endogenous explanatory variable, W is an instrument for X, and U is an...
Persistent link: https://www.econbiz.de/10009554348
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Program evaluation with high-dimensional data
Belloni, Alexandre; Chernozhukov, Victor; … - 2015 - This version: September 20, 2015
delta method, and (3) provide results for sparsity-based estimation of regression functions for function-valued outcomes. …
Persistent link: https://www.econbiz.de/10011337681
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - 2013
This paper is concerned with inference about an unidentified linear function, L(g), where the function g satisfies the relation Y=g(X)+U; E(U |W)=0. In this relation, Y is the dependent variable, X is a possibly endogenous explanatory variable, W is an instrument for X and U is an unobserved...
Persistent link: https://www.econbiz.de/10009761386