Instrumental variable methods for recovering continuous linear functionals

By Andrés Santos. 2011

48 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/6eb20ce4f123d71ef06b1ee7525c30bd6e905b4f

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In Management Science and Operations Research

In Statistics and Probability

Citations in the corpus

Local indirect least squares and average marginal effects in nonseparable structural systems (2012, background): “…where Y is separably determined as, say, Y = r(X) + "; with E(" j Z) = 0: Blundell and Powell (2003), Darolles, Fan, Florens, and Renault (2011), Newey and Powell (2003), and Santos (2011), among others, show that IR methods can reliably identify speci c e¤ect measures in separable structures.”
Inference in Nonparametric Instrumental Variables With Partial Identification (2012, background): “We combine this result with (38) and CN (θ) = C N (θ) + C II N (θ) to conclude that if θ ∈ Θ0, then: CN (θ) = QN (θ)− B̂N (θ) = σC(θ) Nh d 2 ΦCN (41)”
Locally Robust Semiparametric Estimation (2016, background): “g of Assumption 2 gives an explicit formula for certain functionals of γ0(w) without requiring that the completeness identiﬁcation condition of Newey and Powell (1989, 2003) be satisﬁed, similarly to Santos (2011). Suppose that v(w) is identiﬁed, e.g. as for the weighted average derivative. Since bo”
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models (2014, unknown): “t inferences that are robust to whether a possibly nonlinear functional of 0 is root-nestimable or not. Recently, for the NPIV model E[Y 1 h 0(Y 2)jX] = 0 without assuming point identication of h 0, Santos (2011) proposed a root-nasymptotically normal estimation of a regular linear functional of h 0”
Local Identification of Nonparametric and Semiparametric Models (2011, result): “Theorem 7: If Assumptions 5 and 6 are satis ed and m( 0; g) is linear in g then there is a neighborhood B of 0 and a set Ng containing g0 such that 0 is locally identi ed for N = B Ng: If, in addition, Assumption 1 is satis ed for mg and N 0 g replacing m0 and N 0 then 0 = ( 0; g0) is locally identi”