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Nonparametric identification of the classical errors-in-variables model without side information
Schennach, S. M.; Hu, Yingyao; Lewbel, Arthur - 2007
Persistent link: https://www.econbiz.de/10003838338
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Nonparametric identification of the classical errors-in-variables model without side information
Schennach, Susanne M. (contributor); Hu, Yingyao (contributor) - 2007
Persistent link: https://www.econbiz.de/10003502450
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Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
Severini, Thomas A.; Tripathi, Gautam - 2007
The main objective of this paper is to derive the efficiency bounds for estimating certain linear functionals of an unknown structural function when the latter is not itself a conditional expectation.
Persistent link: https://www.econbiz.de/10010318510
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Nonparametric identification using instrumental variables: Sufficient conditions for completeness
Hu, Yingyao; Shiu, Ji-Liang - 2011
This paper provides sufficient conditions for the nonparametric identification of the regression function m(.) in a … regression model with an endogenous regressor x and an instrumental variable z. It has been shown that the identification of the … regression function from the conditional expectation of the dependent variable on the instrument relies on the completeness of …
Persistent link: https://www.econbiz.de/10010288341
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Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
Severini, Thomas A. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003481731
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Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
Severini, Thomas A. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003474267
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Nonparametric instrumental variable estimation of structural quantile effects
Chernozhukov, Victor; Gagliardini, Patrick; Scaillet, … - 2009 - 31. Aug. 2009
Persistent link: https://www.econbiz.de/10003936749
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Nonparametric instrumental variable estimators of structural quantile effects
Chernozhukov, Victor; Gagliardini, Patrick; Scaillet, … - 2008
We study the asymptotic distribution of Tikhonov Regularized estimation of quantile structural effects implied by a nonseparable model. The nonparametric instrumental variable estimator is based on a minimum distance principle. We show that the minimum distance problem without regularization is...
Persistent link: https://www.econbiz.de/10003961394
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Robustness of bootstrap in instrumental variable regression
Camponovo, Lorenzo; Otsu, Taisuke - 2011
This paper studies robustness of bootstrap inference methods for instrumental variable regression models. In particular …
Persistent link: https://www.econbiz.de/10009008183
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Nonparametric identification using instrumental variables : sufficient conditions for completeness
Hu, Yingyao; Shiu, Ji-liang - 2011
This paper provides sufficient conditions for the nonparametric identification of the regression function m(.) in a … regression model with an endogenous regressor x and an instrumental variable z. It has been shown that the identification of the … regression function from the conditional expectation of the dependent variable on the instrument relies on the completeness of …
Persistent link: https://www.econbiz.de/10009152610