Instrumental variable estimation of nonseparable models

By Victor Chernozhukov, Guido W. Imbens, Whitney K. Newey. 2007

236 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/88bdddefc2b93b74ebd298889e4a969d1cb9eeb7

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In Statistics and Probability

Citations in the corpus

Applied Nonparametric Instrumental Variables Estimation (2011, background): “There are also estimators for a quantile version of (1.1)-(1.2) with continuously distributed X and W (Chen and Pouzo 2008; Chernozhukov, Imbens, and Newey 2007; Horowitz and Lee 2007).”
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (2009, background): “Recently Chernozhukov et al. (2007) and Horowitz and Lee (2007) have studied the nonparametric quantile IV regression model E[1{Y3 ≤ h0(Y2)}”
Estimating the Technology of Cognitive and Noncognitive Skill Formation (2010, methodology): “…of the distribution of the disturbance πt, the general nonseparable function qt can be identified using quantile instrumental variable techniques (Chernozhukov et al., 2007), under standard assumptions in that literature, including monotonicity and completeness.27 Once the functions qk,t have…”
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals (2011, methodology): “ables regression (NPQIV) model of Chernozhukov, Imbens and Newey (2007) (henceforth CIN) and”
Local Identification of Nonparametric and Semiparametric Models (2011, background): “Indeed, the discontinuity of the inverse of 0 is a now well known ill-posed inverse problem that has received much attention in the econometrics literature, e.g. see the survey of Carrasco, Florens, and Renault (2007).”
Instrumental Variable Treatment of Nonclassical Measurement Error Models (2008, background): “…phrased in terms of completeness (or bounded completeness) of the family of distributions that play the role of the kernel of the integral operator considered (Newey and Powell (2003), Blundell, Chen, and Kristensen (2007), Chernozhukov and Hansen (2005), Chernozhukov, Imbens, and Newey (2007)).”
Nonparametric Instrumental Variables Estimation (2013, background): “Chernozhukov and Hansen (2004), Chernozhukov, Imbens, and Newey (2007), Horowitz and Lee (2007): Nonseparable and quantile model.”
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models (2014, unknown): “= 0 (e.g., Chernozhukov and Hansen (2005), Chernozhukov et al. (2007), Horowitz and Lee (2007), Chen and Pouzo (2012a), Gagliar- dini and Scaillet (2012)); semi/nonparametric demand models with en- dogeneity (e.g., Blundell et al. (2007), Chen and Pouzo (2009), Souza- Rodrigues (2012));…”
Identification in Nonparametric Simultaneous Equations Models (2008, background): “Ai and Chen (2003), Chernozhukov and Hansen (2005), and Chernozhukov, Imbens, and Newey (2007) allowed for the unobservable variables to be nonadditive.”
Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects (2008, unknown): “Chesher (2007) surveys this literature.”