We study a general class of semiparametric estimators when the infinite-dimensional nuisance parameters include a conditional expectation function that has been estimated nonparametrically using generated covariates. Such estimators are used frequently to e.g. estimate nonlinear models with...

We propose instrumental variable(IV) estimators for quantile marginal effects and the parameters upon which they depend in a semiparametric outcome model with endogenous discrete treatment variables. We prove identification, consistency, and asymptotic normality of the estimators. We also show...

Contemporary European urban planning policies aim to mix land uses in compact neighbourhoods. It is presumed that mixing land uses yields socio-economic benefits and therefore has a positive effect on housing values. In this paper, we investigate the impact of mixed land use on housing values...

This paper considers the identification and estimation of hedonic models. We establish that in an additive version of the hedonic model, technology and preferences are generically identified up to affine transformations from data on demand and supply in a single hedonic market. For a very...

Missing values are a major problem in all econometric applications based on survey data. A standard approach assumes data are missing-at-random and uses imputation methods, or even listwise deletion. This approach is justified if item non-response does not depend on the potentially missing...