Testing a parametric model against a nonparametric alternative with identification through instrumental variables
By Joel L. Horowitz. 2004
69 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/6cc5e693c37b125368a3af475f0d8f1573be339a
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Andrés Santos
- Joel L. Horowitz
- James G. MacKinnon
- Ivan A. Canay
- Arne Hole
- D. Chetverikov
- D. Wilhelm
- Whitney K. Newey
In Finance
- Andrés Santos
- Joel L. Horowitz
- Dimitris Nicolas Politis
- Jiti Gao
- D. Chetverikov
- Yongmiao Hong
- Ignacio N. Lobato
- Juan-Carlos Escanciano
In Statistics and Probability
- Andrés Santos
- Joel L. Horowitz
- D. Chetverikov
- Victor Chernozhukov
- James G. MacKinnon
- Xiaohong Chen
- S. Lee
- Ivan A. Canay
Citations in the corpus
- Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression (2015, unknown): “We use the 2001 National Household Travel Survey gasoline demand data from Blundell, Horowitz, and Parey (2012, 2017).12 The main variables are annual household 11Endogeneity may also be an issue in the estimation of static models of labor supply, in which Qi represents hours worked, Pi is the wage,”
- Applied Nonparametric Instrumental Variables Estimation (2011, methodology): “The n τ test of Horowitz (2006) that is described in Section 4.3 rejects the hypothesis that the Engel curve is a linear, quadratic, or cubic function ( 0.05 p in all cases).”
- Inference in Nonparametric Instrumental Variables With Partial Identification (2012, background): “Horowitz (2006) derives a parametric specification test against nonparametric alternatives for model (1).”