Nonparametric Instrumental Regression
By Serge Darolles, Yanqin Fan, Jean-Pierre Florens, É. Renault. 2010
482 citations recorded by the source corpus.
Subfields: Applied Mathematics, Mathematical Physics, Statistics and Probability
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- X. d'Haultfoeuille
- Xiaohong Chen
- Joel L. Horowitz
- Andrés Santos
- Rosa L. Matzkin
- S. Lee
- Jean-Pierre Florens
- Gautam Tripathi
In Mathematical Physics
- Xiaohong Chen
- X. d'Haultfoeuille
- Joel L. Horowitz
- Andrés Santos
- S. Lee
- Rosa L. Matzkin
- Jean-Pierre Florens
- Gautam Tripathi
In Statistics and Probability
- Andrés Santos
- Xiaohong Chen
- Joel L. Horowitz
- X. d'Haultfoeuille
- Halbert White
- S. Lee
- Victor Chernozhukov
- Jean-Pierre Florens
Citations in the corpus
- Inference in Nonparametric Instrumental Variables With Partial Identification (2012, background): “If inequality (14) is satisfied, then it follows that θ0(x) does not belong to the specified parametric family, and in addition by (5) and (10) that neither do any functions in Θ0.”
- Methodology and convergence rates for functional linear regression (2007, background): “30] on optimal convergence rates. There is also closely related work in economics on the subject of panel data [16], covariate measurement error [19] and estimation with instrumental variables (e.g., [2, 8, 15, 22, 23]. In statistics, there is related work on errors-invariables problems (e.g., [4]).”
- Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors (2007, background): “Additional examples can be found in Brown and Newey (1998), Ai and Chen (2005, 2007, 2008), and Darolles, Florens, and Renault (2006).”
- Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models (2007, background): “|X i ] = 0 studied by Newey and Powell (2003), Darolles et al. (2002), Blundell et al. (2001), Hall and Horowitz (2005) and Carrasco et al. (2006).”
- Estimating the Technology of Cognitive and Noncognitive Skill Formation (2010, unknown): “Versions of Assumption 3 appear in the nonparametric instrumental variable literature (e.g., Newey and Powell, 2003; Darolles et al., 2002).”