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Nonparametric instrumental variable estimation of binary response models

Centorrino, Samuele; Florens, Jean-Pierre - 2014

Persistent link: https://www.econbiz.de/10011313859

Identification and estimation in a correlated random coefficients binary response model

Hoderlein, Stefan; Sherman, Robert - 2012

We study identification and estimation in a binary response model with random coefficients B allowed to be correlated with regressors X. Our objective is to identify the mean of the distribution of B and estimate a trimmed mean of this distribution. Like Imbens and Newey (2009), we use...

Persistent link: https://www.econbiz.de/10009728916

Finite and large sample distribution-free inference in median regressions with instrumental variables

Coudin, Elise; Dufour, Jean-Marie - 2010 - Rev.

Persistent link: https://www.econbiz.de/10009406540

Identification and shape restrictions in nonparametric instrumental variables estimation

Freyberger, Joachim; Horowitz, Joel - 2013

This paper is concerned with inference about an unidentified linear function, L(g), where the function g satisfies the relation Y=g(X)+U; E(U |W)=0. In this relation, Y is the dependent variable, X is a possibly endogenous explanatory variable, W is an instrument for X and U is an unobserved...

Persistent link: https://www.econbiz.de/10009761386

Economic status, air quality, and child health : evidence from inversion episodes

Jans, Jenny; Johansson, Per-Olov; Nilsson, J. Peter - 2014

On normal days, the temperature decreases with altitude, allowing air pollutants to rise and disperse. During inversion episodes, a warmer air layer at higher altitude traps pollutants close to the ground. We show how readily available NASA satellite data on vertical temperature profiles can be...

Persistent link: https://www.econbiz.de/10010239268

Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

Chen, Xiaohong; Christensen, Timothy - 2013 - rev.

We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric … instrumental variables (NPIV) regression in econometrics and a difficult ill-posed inverse problem with unknown operator in … spline and wavelet least squares regression estimators under weakly dependent data and heavy-tailed error terms. This upper …

Persistent link: https://www.econbiz.de/10010197046