Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
From MaRDI portal
Publication:2155293
DOI10.1016/j.jeconom.2020.11.008OpenAlexW3122680288MaRDI QIDQ2155293
Publication date: 15 July 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.11.008
social interactionsspatial autoregressive modelsinstrumental variable estimationpeer effectssieve estimation
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Series estimation under cross-sectional dependence
- Additive nonparametric instrumental regressions: a guide to implementation
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- A spatial autoregressive model with a nonlinear transformation of the dependent variable
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Examples of \(L^2\)-complete and boundedly-complete distributions
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
- Random Coefficients on Endogenous Variables in Simultaneous Equations Models
- On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
- Two-Stage Least Squares Estimation of Spatial Autoregressive Models with Endogenous Regressors and Many Instruments
- Instrumental regression in partially linear models
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
- Instrumental Variable Estimation of Nonparametric Models
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Measurement Error Models with Auxiliary Data
- SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS
This page was built for publication: Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect