This paper gives a survey of econometric models characterized by a relation between observable and unobservable random elements where these unobservable terms are assumed to be independent of another set of observable variables called instrumental variables. This kind of specification is usefull...

In this paper we investigate the problem of nonparametric monotone frontier estimation from an extreme-values theory perspective. This allows to revisit the asymptotic theory of the popular Free Disposal Hull estimator in a general setup, to derive new and asymptotically Gaussian estimators and...

The focus of the paper is the nonparametric estimation of an instrumental regression function P defined by conditional moment restrictions stemming from a structural econometric model : E[Y-P(Z)|W]=0 and involving endogenous variables Y and Z and instruments W. The function P is the solution of...

A model M is said to encompass another model N if the former can explain the results obtained by the latter. In this paper, we propose a general notion of encompassing that covers both classical and Bayesian viewpoints and essentially represents a concept of sufficiency among models. We...

The paper of James Heckman is an extremely interesting survey of a huge literature on evaluation estimators with a special attention to matching estimation. The article essentially concentrates on models with two levels of treatment (1 for treated and 0 for non treated). My discussion will...

This paper proposes a new Bayesian approach for estimating, nonparametrically, functional parameters in econometric models that are characterized as the solution of a linear inverse problem. By using a Gaussian process prior distribution we propose the posterior mean as an estimator and prove...

This paper considers the estimation of panel data models by first differences in the presence of endogenous variables and under an instrumental variables condition. This framework leads to the resolution of linear inverse problems solved using a Tikhonov regularization with L2 or Sobolev...