SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS

DOI10.1017/S0266466606060117zbMath1127.62040MaRDI QIDQ5438203

Gautam Tripathi, Thomas A. Severini

Publication date: 23 January 2008

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Related Items (15)

Instrumental variable estimation of nonseparable models ⋮ Nonparametric instrumental variable estimation in practice ⋮ GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS ⋮ SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION ⋮ Examples of \(L^2\)-complete and boundedly-complete distributions ⋮ Direct instrumental nonparametric estimation of inverse regression functions ⋮ Irregular identification of structural models with nonparametric unobserved heterogeneity ⋮ Quasi-Bayesian analysis of nonparametric instrumental variables models ⋮ Posterior consistency of nonparametric conditional moment restricted models ⋮ Optimal linear instrumental variables approximations ⋮ On a simple identity for the conditional expectation of orthogonal polynomials ⋮ DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION ⋮ Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors ⋮ Instrumental variable methods for recovering continuous linear functionals ⋮ Orthogonal polynomials for seminonparametric instrumental variables model

Cites Work

• Conditions for Identification in Nonparametric and Parametric Models
• Root-N-Consistent Semiparametric Regression
• On a General Iterative Method for the Approximate Solution of Linear Operator Equations
• Nonparametric two-step regression estimation when regressors and error are dependent
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Instrumental Variable Estimation of Nonparametric Models
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Yield curve estimation by kernel smoothing methods

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