This paper studies measuring various average effects of X on Y in general structural systems with unobserved confounders U, a potential instrument Z, and a proxy W for U. We do not require X or Z to be exogenous given the covariates or W to be a perfect one‐to‐one mapping of U. We study the...

We provide nonparametric estimators of derivative ratio-based average marginal effects of an endogenous cause, X, on a response of interest, Y , for a system of recursive structural equations. The system need not exhibit linearity, separability, or monotonicity. Our estimators are local indirect...

The Gini-Frisch bounds partially identify the constant slope coefficient in a linear equation when the explanatory variable suffers from classical measurement error. This paper generalizes these quintessential bounds to accommodate nonparametric heterogenous effects. It provides suitable...