Instrumental regression in partially linear models
Author
Abstract
Suggested Citation
Note: In : The Econometrics Journal, vol. 15, no.2, p. 304-324 (2012)
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bertille Antoine & Xiaolin Sun, 2022.
"Partially linear models with endogeneity: a conditional moment-based approach [Efficient estimation of models with conditional moment restrictions containing unknown functions],"
The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 256-275.
- Bertille Antoine & Xiaolin Sun, 2020. "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers dp20-06, Department of Economics, Simon Fraser University.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014.
"Local Identification of Nonparametric and Semiparametric Models,"
Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
- Xiaolin Sun, 2022. "Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach," Papers 2210.15829, arXiv.org, revised Oct 2024.
- Huang, Liquan & Khalil, Umair & Yıldız, Neşe, 2019. "Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables," Journal of Econometrics, Elsevier, vol. 208(2), pages 346-366.
- Irene Botosaru & Chris Muris & Senay Sokullu, 2022.
"Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels,"
Department of Economics Working Papers
2022-01, McMaster University.
- Senay Sokullu & Irene Botosaru & Chris Muris, 2022. "Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels," Bristol Economics Discussion Papers 22/756, School of Economics, University of Bristol, UK.
- Melanie Birke & Sebastien Van Bellegem & Ingrid Van Keilegom, 2017.
"Semi-parametric Estimation in a Single-index Model with Endogenous Variables,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(1), pages 168-191, March.
- BIRKE, Mélanie & VAN BELLEGEM, Sébastien & VAN KEILEGOM, Ingrid, 2016. "Semi-Parametric Estimation in a Single- Index Model with Endogenous Variables," LIDAM Discussion Papers CORE 2016022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mélanie BIRKE & Sébastien VAN BELLEGEM & Ingrid VAN KEILEGOM, 2017. "Semi-parametric estimation in a single-index model with endogenous variables," LIDAM Reprints CORE 2898, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Zhang, Hong-Fan, 2021. "Iterative GMM for partially linear single-index models with partly endogenous regressors," Computational Statistics & Data Analysis, Elsevier, vol. 156(C).
- Xiaohong Chen & Andres Santos, 2018.
"Overidentification in Regular Models,"
Econometrica, Econometric Society, vol. 86(5), pages 1771-1817, September.
- Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999R, Cowles Foundation for Research in Economics, Yale University, revised Jun 2018.
- Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999, Cowles Foundation for Research in Economics, Yale University.
- Rodrigo Adao & Costas Arkolakis & Sharat Ganapati, 2020.
"Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models,"
Cowles Foundation Discussion Papers
2265, Cowles Foundation for Research in Economics, Yale University.
- Rodrigo Adão & Costas Arkolakis & Sharat Ganapati, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," Working Papers 2020-161, Becker Friedman Institute for Research In Economics.
- Adao, Rodrigo & Arkolakis, Konstantinos & Ganapati, Sharat, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," Conference papers 333181, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Hoshino, Tadao, 2022. "Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect," Journal of Econometrics, Elsevier, vol. 229(2), pages 263-275.
- Vanhems, Anne & Van Keilegom, Ingrid, 2019.
"Estimation Of A Semiparametric Transformation Model In The Presence Of Endogeneity,"
Econometric Theory, Cambridge University Press, vol. 35(1), pages 73-110, February.
- Van Keilegom, Ingrid & Vanhems, Anne, 2016. "Estimation of a semiparametric transformation model in the presence of endogeneity," TSE Working Papers 16-654, Toulouse School of Economics (TSE).
- Jean-Pierre Florens & Elia Lapenta, 2022. "Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments," Papers 2212.11012, arXiv.org, revised Oct 2023.
- Chen, Qihui, 2021. "Robust and optimal estimation for partially linear instrumental variables models with partial identification," Journal of Econometrics, Elsevier, vol. 221(2), pages 368-380.
- Jad Beyhum & Jean-Pierre Florens & Elia Lapenta & Ingrid Van Keilegom, 2022. "Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models," Papers 2208.05344, arXiv.org, revised Apr 2023.
- Jorge Manzi & Ernesto San Martín & Sébastien Van Bellegem, 2014. "School System Evaluation by Value Added Analysis Under Endogeneity," Psychometrika, Springer;The Psychometric Society, vol. 79(1), pages 130-153, January.
- Gao, Jiti & Phillips, Peter C.B., 2013. "Semiparametric estimation in triangular system equations with nonstationarity," Journal of Econometrics, Elsevier, vol. 176(1), pages 59-79.
- Jean-Pierre Florens & Elia Lapenta, 2024. "Partly linear instrumental variables regressions without smoothing on the instruments," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(3), pages 897-920, September.
- Sokullu, Senay, 2023. "More Is Better, Or Not? An Empirical Analysis of Buyer Preferences for Variety on the E-Market," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 450-470.
- Jing Nie & Juliana Malagon & Julian Williams, 2022. "The impact of high speed quoting on execution risk dynamics: Evidence from interest rate futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(8), pages 1434-1465, August.
- Asin, Nicolas & Johannes, Jan, 2016. "Adaptive non-parametric instrumental regression in the presence of dependence," LIDAM Discussion Papers ISBA 2016015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aiz:louvar:2012017. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Nadja Peiffer (email available below). General contact details of provider: https://edirc.repec.org/data/isuclbe.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.