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Estimation of nonparametric models with simultaneity
Matzkin, Rosa L. - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 1, pp. 1-66
Persistent link: https://www.econbiz.de/10011337547
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Combining two consistent estimators
Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - 2013 - revised August 2012
This paper shows how a weighted average of a forward and reverse Jackknife IV estimator (JIVE) yields estimators that are robust against heteroscedasticity and many instruments. These estimators, called HFUL (Heteroscedasticity robust Fuller) and HLIM (Heteroskedasticity robust limited...
Persistent link: https://www.econbiz.de/10009766699
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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 … leads to an analogous localize-then-average approach to estimation. We estimate conditional means with localized smooth …
Persistent link: https://www.econbiz.de/10009728916
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Instrumental variables estimation of a generalized correlated random coefficients model
Masten, Matthew; Torgovitsky, Alexander - 2014
We study identification and estimation of the average treatment effect in a correlated random coefficients model that …
Persistent link: https://www.econbiz.de/10010227690
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Treatment effects and panel data
Lechner, Michael - 2013
Persistent link: https://www.econbiz.de/10010242949
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Semiparametric varying coefficient models with endogenous covariates
Centorrino, Samuele; Racine, Jeffrey - 2016
Persistent link: https://www.econbiz.de/10011447092
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A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
Kim, Kyoo Il; Petrin, Amil - In: Journal of econometric methods 11 (2022) 1, pp. 91-125
Persistent link: https://www.econbiz.de/10013161668
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An IV estimator for a functional coefficient model with endogenous discrete treatments
Klein, Roger W.; Shen, Chan - In: Econometric reviews 40 (2021) 6, pp. 540-561
Persistent link: https://www.econbiz.de/10012624522
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ivcrc : an instrumental variables estimator for the correlated random coefficients model
Benson, David; Masten, Matthew A.; Torgovitsky, Alexander - 2020
Persistent link: https://www.econbiz.de/10012388671
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General doubly robust identi cation and estimation
Lewbel, Arthur; Choi, Jin-young; Zhou, Zhuzhu - 2019 - Revised December 2019
Persistent link: https://www.econbiz.de/10012231404