Nonparametric Instrumental Variable Estimation Under Monotonicity

DOI10.3982/ECTA13639zbMath1410.62050arXiv1507.05270MaRDI QIDQ4612532

Daniel Wilhelm, Denis Chetverikov

Publication date: 31 January 2019

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.05270

zbMATH Keywords

monotonicityinstrumental variablenonparametric estimationmeasure of ill-posedness

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35)

Related Items (7)

Direct instrumental nonparametric estimation of inverse regression functions ⋮ Market counterfactuals and the specification of multiproduct demand: A nonparametric approach ⋮ Recovering Latent Variables by Matching ⋮ SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION ⋮ Optimal linear instrumental variables approximations ⋮ Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments ⋮ TESTING GENERALIZED REGRESSION MONOTONICITY

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