Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

DOI10.1016/j.jeconom.2012.05.018zbMath1443.62108OpenAlexW2156522434MaRDI QIDQ528062

Thomas A. Severini, Gautam Tripathi

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://media.economics.uconn.edu/working/2007-18.pdf

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION ⋮ Robust and optimal estimation for partially linear instrumental variables models with partial identification ⋮ Minimizing sensitivity to model misspecification ⋮ Proximal causal inference without uniqueness assumptions ⋮ Locally Robust Semiparametric Estimation ⋮ Irregular identification of structural models with nonparametric unobserved heterogeneity ⋮ Optimal linear instrumental variables approximations ⋮ NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION ⋮ Instrumental variable methods for recovering continuous linear functionals ⋮ ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION ⋮ Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions

Cites Work

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• Efficient Semiparametric Estimation of Expectations
• Nonparametric Instrumental Regression
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• A simplified approach to computing efficiency bounds in semiparametric models
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