Semi‐Nonparametric IV Estimation of Shape‐Invariant Engel Curves

By Richard Blundell, Xiaohong Chen, Dennis Kristensen. 2003

493 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Gender Studies, Statistics and Probability

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Citations in the corpus

Counterfactual Prediction with Deep Instrumental Variables Networks (2016, positive): “Moreover, Deep IV here can be viewed as automating the process of basis speciﬁcation that authors such as Newey and Powell [2003], Blundell et al. [2007], and Chen and Pouzo [2012] execute by hand and treat as given.”
Instrumental variable methods for recovering continuous linear functionals (2011, unknown): “For notational convenience we will denote: ∫ X v∗(x)m0(x)dx ≡ 〈v∗,m0〉 (2)”
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression (2015, unknown): “…models with nonparametric endogeneity, such as partially linear IV regression (Ai and Chen (2003), Florens, Johannes, and Van Bellegem (2012)), shape-invariant Engel curve IV regression (Blundell, Chen, and Kristensen (2007)), and single index IV regression (Chen et al. (2014)), to list a few.”
Estimation of nonparametric conditional moment models with possibly nonsmooth moments (2008, background): “, Chen and Ludvigson (2004). Previously, Ai and Chen (2007) establish root-n asymptotic normality of the plug-in SMD estimator of a weighted average derivative of h0 for the NPIV model (1.”
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (2009, methodology): “The same data set has been studied in Blundell et al. (2007). As illustration, we apply the penalized SMD using a finite-dimensional polynomial spline sieve to construct the sieve space Hn for h, with different types of penalty functions.”
Regression Discontinuity Design with Continuous Measurement Error in the Running Variable (2017, unknown): “Burman & Chen (1989), Newey (1997), Huang (1998), Blundell et al. (2007), or Chen & Pouzo (2012) use a stronger assumption, assuming that fZ is bounded below on its support.”
Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors (2007, background): “Some recent papers that discuss identification conditions and results for ill-posed econometric models include Ai and Chen (2003), Newey and Powell (2003), Hall and Horowitz (2005), Darolles, Florens and Renault (2006), and Blundell, Chen, and Kristensen (2007).”
A New Instrumental Method for Dealing with Endogenous Selection (2010, methodology): “Newey and Powell, 2003, Blundell et al., 2007, and Hu and Schennach, 2008).”
Causal inference with confounders missing not at random (2017, background): “See Blundell et al. (2007), Hu and Shiu (2017), and the Supplementary Material for additional examples.”
TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (2012, unknown): “The latter model have been studied in Newey and Powell (2003), Hall and Horowitz (2005), Blundell, Chen, and Kristensen (2007), and Darolles el. al.”
Children's Resources in Collective Households: Identification, Estimation and an Application to Child Poverty in Malawi (2013, background): “Shape invariance is is often assumed to hold for all goods and all total expenditures, not just assignable goods at low expenditures levels as we require (see, e.g., Blundell, Duncan, and Pendakur (1998), and Blundell, Chen, and Kristensen (2007)).”
Sieve estimation of panel data models with cross section dependence (2012, result): “We have tried both cubic spline polynomials and Hermite polynomials (see Blundell et al., 2007) and found that the results are quantitatively similar.”
Deep IV: A Flexible Approach for Counterfactual Prediction (2017, methodology): “4 Flexible nonparametric extensions of 2SLS either replace the linear regressions with a linear projection onto a series of known basis functions (Newey & Powell, 2003; Blundell et al., 2007; Chen & Pouzo, 2012) or use kernel-based methods as in Hall & Horowitz (2005) and Darolles et al.”