Instrumental variable estimation of nonparametric models

By Whitney K. Newey, J. Powell. 2003

980 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

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Citations in the corpus

Generalized random forests (2016, background): “In other threads, Darolles et al. (2011) and Newey and Powell (2003) study instrumental variables models that generalize the conditionally linear treatment model and allowing for non-linear effects, and Hartford et al. (2017) develop deep learning tools.”
Deep IV: A Flexible Approach for Counterfactual Prediction (2017, methodology): “Nonparametric IV methods from the econometrics literature relax these assumptions (e.g., Newey & Powell, 2003; Darolles et al., 2011).”
Nonparametric identification and estimation of transformation models (2015, background): “Popular identification restrictions put forth in the literature include the existence of a set of instruments combined with either a mean restriction, as in Newey and Powell (2003), or a median restriction P ( ≤ 0|Z) = 1/2, as in Horowitz and Lee (2007).”
Instrumental variable methods for recovering continuous linear functionals (2011, background): “Within the larger nonparametric IV literature, Newey and Powell (2003) and Hall and Horowitz (2005) propose consistent estimators for m0, while Horowitz (2007) and Gagliardini and Scaillet (2008) derive the asymptotic distribution for estimators of m0.”
Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models (2012, background): “Examples include Ai and Chen (2003), Otsu (2003), and Newey and Powell (2003).”
Inference in Nonparametric Instrumental Variables With Partial Identification (2012, methodology): “First, as originally pointed out in Newey & Powell (2003), nonparametric identification is hard to attain.”
An Estimation of Economic Models with Recursive (2007, positive): “…information wt . candidate value δ ≡ (β ρ θ)′ ∈ D, the unknown function F∗(· δ) is estimated using the sieve minimum distance (SMD) procedure developed in Newey and Powell (2003) and Ai and Chen (2003) (for correctly specified model) and Ai and Chen (2007) (for possibly misspecified…”
Identification and estimation of local average derivatives in non-separable models without monotonicity (2009, neutral): “( 2003 ) , and Newey and Powell ( 1988 , 2003 ) consider a non - parametric IV estimator , provided the errors enter additively .”
Consistent Estimation of Models Defined by Conditional Moment Restrictions (2004, positive): “In the same spirit as Donald, Imbens, and Newey (2003), Newey and Powell (2003) have provided consistent estimators of semiparametric models defined by conditional moment restrictions.”
Multiple Causes: A Causal Graphical View (2019, background): “Examples include exponential families (Newey & Powell, 2003), location-scale families (Hu & Shiu, 2018), and nonparametric regression models (Darolles et al., 2011).”
Identification in Differentiated Products Markets Using Market Level Data (2010, neutral): “See Newey and Powell (2003), Severini and Tripathi (2006), Andrews 15 Observe that we do not require any restriction on the joint distribution of x (2) t and t .”