SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS

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Nonparametric identification and estimation of transformation models (2015, background): “1 if the conditional distribution of the endogenous regressor X given the instrument Z is complete (see, e.g., Darolles, Florens, and Renault, 2002; Blundell and Powell, 2003; Newey and Powell, 2003; Hall and Horowitz, 2005; Severini and Tripathi, 2006; d’Haultfoeuille, 2006).”
Instrumental variable methods for recovering continuous linear functionals (2011, background): “Severini and Tripathi (2006, 2010), for example, argue that certain linear functionals of m0 will be identified even when m0 is not.”
Identification in Differentiated Products Markets Using Market Level Data (2010, unknown): “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 .”
Estimation of nonparametric conditional moment models with possibly nonsmooth moments (2008, background): “tensen (hereafter BCK, 2007), Carrasco, Florens and Renault (2007), Severini and Tripathi (2006)”
Inference in Nonparametric Instrumental Variables With Partial Identification (2012, methodology): “With results (42) and (44) we can now proceed to check the conditions for Liapounov’s CLT for C N (θ).”