Local indirect least squares and average marginal effects in nonseparable structural systems

DOI10.1016/j.jeconom.2011.09.041zbMath1441.62863OpenAlexW2088098770MaRDI QIDQ738123

Karim Chalak, Halbert White, Susanne M. Schennach

Publication date: 15 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.09.041

zbMATH Keywords

measurement errorinstrumental variablesnonparametric estimatorindirect least squaresnonseparable structural equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT, NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES, Identification and Identification Failure for Treatment Effects Using Structural Systems, Nonparametric Gini-Frisch bounds, INSTRUMENTAL VARIABLES METHODS WITH HETEROGENEITY AND MISMEASURED INSTRUMENTS, Testing for separability in structural equations, Nonparametric identification in nonseparable panel data models with generalized fixed effects, Instrumental variable methods for recovering continuous linear functionals, Uniform confidence bands for nonparametric errors-in-variables regression, Dynamic treatment effects, Estimation of nonseparable models with censored dependent variables and endogenous regressors

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