Identification and shape restrictions in nonparametric instrumental variables estimation
By Joachim Freyberger, Joel L. Horowitz. 2012
74 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/d0a3afeb134983498c67cdb93f64570ee9b8220f
How researchers see this paper
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In Statistics and Probability
- Ivan A. Canay
- D. Chetverikov
- Andrés Santos
- Victor Chernozhukov
- D. Wilhelm
- A. Shaikh
- J. M. Olea
- Matthias Meier
Citations in the corpus
- Delta-method inference for a class of set-identified SVARs (2018, methodology): “16One can use the ideas of Freyberger and Horowitz (2015) to propose an alternative estimator for the standard error which could deliver yet tighter CS.”
- Nonparametric Instrumental Variable Estimation Under Monotonicity (2015, methodology): “We also provide bounds on the identified set for g that are implied by our monotonicity conditions, which complement the results of Freyberger and Horowitz (2015) for the case of discrete data. It would be interesting future work to tighten these bounds and to develop estimators for the resulting id”
- Sensitivity analysis using approximate moment condition models (2018, unknown): “This setting was considered by Freyberger and Horowitz (2015), who place only nonparametric smoothness or shape restrictions on the unknown func-”
- On the Testability of Identification in Some Nonparametric Models With Endogeneity (2012, background): “http://www.econometricsociety.org/ Econometrica, Vol. 81, No. 6 (November, 2013), 2535–2559”