Advances in Economics and Econometrics: Endogeneity in Nonparametric and Semiparametric Regression Models

By Richard Blundell, J. Powell. 2003

347 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/fbc91cccecd8cd5d5b3396a2a07a0d7f1c0a85df

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Statistics and Probability

Citations in the corpus

Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models (2007, methodology): “In this subsection we present three empirical examples as illustration; additional ones can be found in Manski (1994), Powell (1994), Matzkin (1994), Horowitz (1998), Pagan and Ullah (1999), Blundell and Powell (2003) and other surveys on this topic.”
Advertising Content and Consumer Engagement on Social Media: Evidence from Facebook (2018, neutral): “Bagging (Brieman, 1996)) or reducing bias (e.g. Boosting (Freund and Schapire, 1995)). Please see Xu and Krzyzak (1992); Bennett (2006) for further reading on ensemble methods.”
Nonparametric Analysis of Random Utility Models (2016, background): “Adapting the argument in Imbens and Newey (2009) and Blundell and Powell (2003), under the assumption that supp(w) = supp(w|ε) under P (j), 1 ≤ j ≤ J 14This is the conditional choice probability if p is (counterfactually) assumed to be exogenous.”
Nonparametric methods for inference in the presence of instrumental variables (2003, background): “Blundell and Powell [1] and Florens [6] discussed the relationship between (1.1) and other “structural” models in econometrics.”
Endogeneity in Quantile Regression Models: A Control Function Approach (2004, background): “As was discussed by Blundell and Powell (2003a) , there are two major alternative ap-”
Does Air Quality Matter? Evidence from the Housing Market (2005, background): “See Heckman and Vytlacil (1999), Blundell and Powell (2000), Florens et al. (2000), Manski and Pepper (2000), and Vytlacil (2000) for a discussion of these and related issues. does air quality matter?”
Nonparametric identification and estimation of transformation models (2015, background): “4See also the discussion on page 24 in Blundell and Powell (2003).”
Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables (2014, methodology): “An alternative to joint QMLE is suggested by the VATs derived in Section 5 combinedwith the insights of Blundell and Powell (2003, 2004), Wooldridge (2005), and Terza et al. (2008).”
Correlated random effects models with unbalanced panels (2019, methodology): “Then, we can modify the Blundell and Powell (2003) approach for cross section data with endogenous explanatory variables for the current panel data setting.”
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING (2007, methodology): “…estimation of structural quantile functions, such as the instrumental quantile regression methods via control functions of Imbens and Newey (2001), Blundell and Powell (2003), Chesher (2003), and Koenker and Ma (2006), and instrumental quantile regression estimators of Chernozhukov and Hansen…”