Nonparametric Instrumental Variables Estimation of a Quantile Regression Model

By Joel L. Horowitz, S. Lee. 2006

157 citations recorded by the source corpus.

Subfields: Applied Mathematics, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/607311008a37cee9bce520796667c215c2a4ff80

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Citations in the corpus

Applied Nonparametric Instrumental Variables Estimation (2011, background): “2) with continuously distributed X and W (Chen and Pouzo 2008; Chernozhukov, Imbens, and Newey 2007; Horowitz and Lee 2007).”
Identification and shape restrictions in nonparametric instrumental variables estimation (2012, background): “Horowitz and Lee (2007) show that model (21)-(22) is equivalent to the nonseparable model of Chernozukov, Imbens, and Newey (2007) (23) ( , ) Y H X V = , where H is strictly increasing in its second argument and V is a continuously distributed random variable that is independent of the instrument W ”
Functional linear regression with functional response (2017, background): “Some recent references include Cardo, Ferraty, and Sarda (2003), Hall and Horowitz (2007), Horowitz and Lee (2007), Darolles, Fan, Florens and Renault (2011), and Crambes, Kneib, and Sarda (2009). In contrast, only a few researchers have tackled the functional linear regression in which”
A New Instrumental Method for Dealing with Endogenous Selection (2010, background): “Assumption 10, which is identical to assumption 3 of Horowitz and Lee (2007), is also standard.”
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals (2011, methodology): “…(1) also nests the quantile instrumental variables (IV) treatment effect model of Chernozhukov and Hansen (2005) (CH), and the nonparametric quantile instrumental variables regression (NPQIV) of Chernozhukov, Imbens and Newey (2007) (CIN) and Horowitz and Lee (2007) (HL): E[1{Y 1 ≤ h 0 (Y 2 )}”
Examples of L2-Complete and Boundedly-Complete Distributions (2011, unknown): “…and Chen and Pouzo (2009a), (iii) nonparametric IV quantile models, see Chernozhukov and Hansen (2005), Chernozhukov, Imbens, and Newey (2007), Horowitz and Lee (2007), Chen and Pouzo (2009b), and Chen, Chernozhukov, Lee, and Newey (2010), (iv) measurement error models, see Bissantz, Hohage,…”
Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (2009, background): “2Some recent papers in this literature include: Abadie, Angrist, and Imbens (2002), Chesher (2003), Imbens and Newey (2003), Chernozhukov and Hansen (2005, 2006), Chernozhukov, Imbens, and Newey (2007), Ma and Koenker (2006), Lee (2006), and Horowitz and Lee (2007) among others.”
Instrumental regression in partially linear models (2012, unknown): “Chen and Hu (2006), Horowitz and Lee (2007) or Carrasco, Florens, and Renault (2008).”
Instrumental Variables: An Econometrician's Perspective (2014, unknown): “Hirano, Imbens, Rubin and Zhou (2000) use a stochastic version of the exclusion restriction that only requires that the distribution of Yi(0, x) is the same as the distribution of Yi(1, x). Manski (1990) uses a weaker restriction that he calls a level set restriction, which requires that the average”
IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION (2010, background): “Darolles, Florens, and Renault (2002), Newey and Powell (2003), Matzkin (2003), Chernozhukov and Hansen (2005), Das (2005) or Hall and Horowitz (2005) to name but a few.”
Instrumental Variable Quantile Regression (2004, background): “Finally, we note that Chernozhukov et al. (2007), Horowitz and Lee (2007), Chen and Pouzo (2009), Chen and Pouzo (2012), and Gagliardini and Scaillet (2012) consider fully nonparametric approaches to estimating structural quantile models.”
Nonparametric identification and estimation of transformation models (2015, background): “Popular identification restrictions put forth in the literature include the existence of a set of instruments combined with either a mean restriction, as in Newey and Powell (2003), or a median restriction P ( ≤ 0|Z) = 1/2, as in Horowitz and Lee (2007).”