Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals

By Xiaohong Chen, Demian Pouzo. 2011

257 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

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Citations in the corpus

Counterfactual Prediction with Deep Instrumental Variables Networks (2016, positive): “Moreover, Deep IV here can be viewed as automating the process of basis speciﬁcation that authors such as Newey and Powell [2003], Blundell et al. [2007], and Chen and Pouzo [2012] execute by hand and treat as given.”
Efficient Policy Learning (2017, background): “Finally, we also note a growing literature on estimating conditional average treatment effects (Athey and Imbens, 2016; Athey, Tibshirani, and Wager, 2018; Chen and Pouzo, 2012; Nie and Wager, 2017; Künzel, Sekhon, Bickel, and Yu, 2017).”
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression (2015, unknown): “Following Chen and Pouzo (2015), we call f t (·) an irregular functional of h 0 (i.”
A simple nonparametric approach to estimating the distribution of random coefficients in structural models (2016, unknown): “Let FM be a space of distribution functions generated by Pλ in (8), where Λ is compact.”
High dimensional generalized empirical likelihood for moment restrictions with dependent data (2013, background): “ in the works of block bootstrap and blockwise EL. (A.1)(iii) is the population identiﬁcation condition for the case of diverging parameter space. A similar assumption can be found in Chen (2007) and Chen and Pouzo (2012). The lastpartof(A.1)isanextension oftheuniform convergence. Ifpis ﬁxed, under ”
Long-term Causal Inference Under Persistent Confounding via Data Combination (2022, methodology): “2, we prove that the estimating equation based on the doubly robust identification strategy in Theorem 8 satisfies the Neyman orthogonality property [Chernozhukov et al., 2019], and show that the resulting treatment effect estimator has appealing asymptotic properties and is amenable to inference. I”
Deep IV: A Flexible Approach for Counterfactual Prediction (2017, methodology): “…nonparametric extensions of 2SLS either replace the linear regressions with a linear projection onto a series of known basis functions (Newey & Powell, 2003; Blundell et al., 2007; Chen & Pouzo, 2012) or use kernel-based methods as in Hall & Horowitz (2005) and Darolles et al. (2011).”
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models (2014, unknown): “Proof of Lemma C.2.”
Regression Discontinuity Design with Continuous Measurement Error in the Running Variable (2017, unknown): “We adopt a sieve estimation strategy, commonly used in the nonparametric IV literature (e.g. Ai & Chen, 2003; Newey & Powell, 2003; Chen, 2007; Chen & Pouzo, 2012).”
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (2014, methodology): “e empirical inner product and is uniquely deﬁned wpa1 (Huang, 2003b). Empirical identiﬁability is also used to establish the large-sample properties of sieve conditional moment estimators (see, e.g., Chen and Pouzo (2012)). A suﬃcient condition for empirical identiﬁability is now cast in terms of co”