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Inference on causal effects in a generalized Regression Kink Design

Card, David E.; Lee, David S.; Pei, Zhuan; Weber, Andrea - 2015

We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of … endogenous assignment variable (like previous earnings). We provide new results on identification and estimation for these …

Persistent link: https://www.econbiz.de/10010467807

Inference on causal effects in a generalized Regression Kink Design

Card, David E.; Lee, David S.; Pei, Zhuan; Weber, Andrea - 2015

Persistent link: https://www.econbiz.de/10010472511

Nonlinear policy rules and the identification and estimation of causal effects in a generalized Regression Kink Design

Card, David E.; Lee, David S.; Pei, Zhuan; Weber, Andrea - 2012

Persistent link: https://www.econbiz.de/10011345869

Beta-sorted portfolios

Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2023

nonparametric first step and a beta-adaptive portfolios construction. Our framework rationalizes the well-known estimation algorithm …

Persistent link: https://www.econbiz.de/10014333333

Semiparametrically efficient estimation of the average linear regression function

Graham, Bryan S.; Pinto, Cristine Campos de Xavier - 2018

Let Y be an outcome of interest, X a vector of treatment measures, and W a vector of pre-treatment control variables. Here X may include (combinations of) continuous, discrete, and/or non-mutually exclusive "treatments". Consider the linear regression of Y onto X in a subpopulation homogenous in...

Persistent link: https://www.econbiz.de/10011924562

Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions : Supplemental Materials

Vinod, Hrishikesh D. - 2020

This paper contains the R-code and output for all experiments of partial derivative estimation using NNS, np, and OLS …

Persistent link: https://www.econbiz.de/10012824663

Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions

Vinod, Hrishikesh D. - 2020

Partial derivatives have a special place in economics since the marginal revolution of the 1850s. We present results from multivariate partial derivative estimates using nonlinear non-parametric regressions in a finite difference method, accessible via the R-package NNS. Numerical partial...

Persistent link: https://www.econbiz.de/10012824721

Identification and estimation of semiparametric two-step models

Escanciano, Juan Carlos; Jacho-Chávez, David; Lewbel, … - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 561-589

Let H 0 (X) be a function that can be nonparametrically estimated. Suppose E [ Y | X ]= F 0 [ X ß 0 H 0 (X) ] . Many models fit this framework, including latent in- dex models with an endogenous regressor and nonlinear models with sample se- lection. We show that the vector ß 0 and unknown...

Persistent link: https://www.econbiz.de/10011800659

Endogeneity in Semiparametric Threshold Regression

Kourtellos, Andros - 2017

nonparametric control function approach. Using a series approximation we propose a two-step estimation method for the threshold … parameter. For the regression coefficients, we consider least-squares estimation in the case of exogenous regressors and two …-stage least-squares estimation in the case of endogenous regressors. We show that our estimators are consistent and derive their …

Persistent link: https://www.econbiz.de/10012942196

On ill-posedness of nonparametric instrumental variable regression with convexity constraints

Scaillet, Olivier - 2016 - First draft: January 2016

This note shows that adding monotonicity or convexity constraints on the regression function does not restore well-posedness in nonparametric instrumental variable regression. The minimum distance problem without regularisation is still locally ill-posed

Persistent link: https://www.econbiz.de/10011515736