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Efficient estimation of semiparametric models via moment restrictions

Newey, Whitney K. - 1990

Persistent link: https://www.econbiz.de/10000803469

Nonparametric estimation of triangular simultaneous equations models

Newey, Whitney K.; Powell, James L.; Vella, Francis - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 3, pp. 565-603

Persistent link: https://www.econbiz.de/10001378231

Nonparametric estimation of triangular simultaneous equations models

Newey, Whitney K.; Powell, James; Vella, Francis - 1999

Persistent link: https://www.econbiz.de/10001381650

Nonparametric identification in panels using quantiles

Chernozhukov, Victor; Fernández-Val, Iván; Hoderlein, … - In: Journal of econometrics 188 (2015) 2, pp. 378-392

Persistent link: https://www.econbiz.de/10011503077

Nonseparable multinomial choice models in cross-section and panel data

Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - 2017

identification results to models with endogenous heterogeneity using either a control function or panel data. In time stationary … panel models with two periods, we find that differences over time of derivatives of choice probabilities identify utility … derivatives "on the diagonal," i.e. when the observed attributes take the same values in the two periods. We also show that time …

Persistent link: https://www.econbiz.de/10011665568

The influence function of semiparametric estimators

Ichimura, Hidehiko; Newey, Whitney K. - 2017 - Revised January 2017

There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete choice, average consumer surplus, and treatment effects. Often estimators of these parameters are asymptotically equivalent to a sample average of an object referred to as the...

Persistent link: https://www.econbiz.de/10011589040

Individual heterogeneity, nonlinear budget sets, and taxable income

Blomquist, Nils Sören; Kumar, Anil; Liang, Che-yuan; … - 2015 - This Draft: April 2015

Many studies have estimated the effect of taxes on taxable income. To account for nonlinear taxes these studies either use instrumental variables approaches that are not fully consistent, or impose strong functional form assumptions. None allow for general heterogeneity in preferences. In this...

Persistent link: https://www.econbiz.de/10010515479

Individual heterogeneity, nonlinear budget sets and taxable income

Blomquist, Nils Sören; Kumar, Anil; Liang, Che-yuan; … - 2015

Many studies have estimated the effect of taxes on taxable income. To account for nonlinear taxes these studies either use instrumental variables approaches that are not fully consistent or impose strong functional form assumptions. None allow for general heterogeneity in preferences. In this...

Persistent link: https://www.econbiz.de/10010517073

The influence function of semiparametric estimators

Ichimura, Hidehiko; Newey, Whitney K. - 2015

Often semiparametric estimators are asymptotically equivalent to a sample average. The object being averaged is referred to as the influence function. The influence function is useful in formulating primitive regularity conditions for asymptotic normality, in efficiency comparions, for bias...

Persistent link: https://www.econbiz.de/10011304726

Nonparametric identification in panels using quantiles

Chernozhukov, Victor; Fernández-Val, Iván; Hoderlein, … - 2014

panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions … of the model. We find that these derivatives are identified with two time periods for "stayers", i.e. for individuals … with the same regressor values in two time periods. We show that the identification results carry over to models that allow …

Persistent link: https://www.econbiz.de/10010462666