This chapter reviews recent advances in nonparametric and semiparametric estimation, with an emphasis on applicability … research, drawing on recent examples of applications from labor economics, consumer demand estimation and treatment effects …, a large literature on nonparametric estimation is reviewed and a unifying framework presented for thinking about how …

In nonparametric instrumental variables estimation, the mapping that identifies the function of interest, g say, is … discontinuous and must be regularised (that is, modified) to make consistent estimation possible. The amount of modification is … in applications are not yet available. This paper presents such a method for use in series estimation, where the …

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 …

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 …

We provide general compactness results for many commonly used parameter spaces in nonparametric estimation. We consider … instrumental variables estimation. …

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 …

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