NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS
From MaRDI portal
Publication:4643226
DOI10.1017/S0266466617000251zbMath1390.62061OpenAlexW3122507449MaRDI QIDQ4643226
Publication date: 24 May 2018
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466617000251
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (9)
A Versatile Estimation Procedure Without Estimating the Nonignorable Missingness Mechanism ⋮ Semiparametric estimation of latent variable asset pricing models ⋮ Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables ⋮ Genericity of the completeness condition with constrained instruments ⋮ Quasi-Bayesian analysis of nonparametric instrumental variables models ⋮ Nonparametric identification of discrete choice models with lagged dependent variables ⋮ Identification of causal effects within principal strata using auxiliary variables ⋮ Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors ⋮ A simple test of completeness in a class of nonparametric specification
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Instrumental variable estimation of nonseparable models
- Well-posedness of measurement error models for self-reported data
- Nonparametric identification of dynamic models with unobserved state variables
- Nonparametric methods for inference in the presence of instrumental variables
- Some incomplete but boundedly complete location families
- Threshold regression with endogeneity
- Complete order statistics in parametric models
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- On the completeness of the system of function \(\{e^{-\alpha \lambda_ nx}\sin \,\lambda_ nx\}^{\infty}_{n=1}\)
- On linear independence of sequences in a Banach space
- NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY
- Arnold Zellner, 1927–2010
- Applied Nonparametric Instrumental Variables Estimation
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
- Structural Nonparametric Cointegrating Regression
- Nonparametric Instrumental Regression
- Non‐parametric regression under location shifts
- An IV Model of Quantile Treatment Effects
- On the Testability of Identification in Some Nonparametric Models With Endogeneity
- Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
- Instrumental Variable Treatment of Nonclassical Measurement Error Models
- Instrumental Variable Estimation of Nonparametric Models
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
This page was built for publication: NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS
