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Time-varying instrumental variable estimation
Giraitis, Liudas; Kapetanios, George; Marcellino, … - 2020
We develop non-parametric instrumental variable estimation and inferential theory for econometric models with possibly …
Persistent link: https://www.econbiz.de/10012262677
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Time-varying instrumental variable estimation
Marcellino, Massimiliano; Kapetanios, George; Giraitis, … - 2020
Persistent link: https://www.econbiz.de/10012299263
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Estimation of nonparametric models with simultaneity
Matzkin, Rosa L. - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 1, pp. 1-66
Persistent link: https://www.econbiz.de/10011337547
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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 … leads to an analogous localize-then-average approach to estimation. We estimate conditional means with localized smooth …
Persistent link: https://www.econbiz.de/10009728916
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Semiparametric varying coefficient models with endogenous covariates
Centorrino, Samuele; Racine, Jeffrey - 2016
Persistent link: https://www.econbiz.de/10011447092
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Semiparametric varying coefficient models with endogenous covariates
Centorrino, Samuele; Racine, Jeffrey - In: Annals of economics and statistics 128 (2017), pp. 261-295
Persistent link: https://www.econbiz.de/10011776896
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Identification and estimation of endogenous selection models in the presence of misclassification errors
Shiu, Ji-Liang - In: Economic modelling 52 (2016), pp. 507-518
Persistent link: https://www.econbiz.de/10011642886
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Semiparametric spatial autoregressive models with endogenous regressors : with an application to crime data
Hoshino, Tadao - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 160-172
Persistent link: https://www.econbiz.de/10011894483
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Outcome conditioned treatment effects
Hoderlein, Stefan; Sasaki, Yuya - 2013
This paper introduces average treatment effects conditional on the outcomes variable in an endogenous setup where outcome Y, treatment X and instrument Z are continuous. These objects allow to refine well studied treatment effects like ATE and ATT in the case of continuous treatment (see Florens...
Persistent link: https://www.econbiz.de/10009783118
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Instrumental variables estimation of a generalized correlated random coefficients model
Masten, Matthew; Torgovitsky, Alexander - 2014
We study identification and estimation of the average treatment effect in a correlated random coefficients model that …
Persistent link: https://www.econbiz.de/10010227690