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Instrumental regression in partially linear models

Author

Listed:
  • FLORENS, Jean-Pierre
  • JOHANNES, Jan
  • VAN BELLEGEM, Sébastien

Abstract

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Suggested Citation

  • FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, Sébastien, 2012. "Instrumental regression in partially linear models," LIDAM Reprints CORE 2456, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:2456
    DOI: 10.1111/j.1368-423X.2011.00358.x
    Note: In : Econometrics Journal, 15(2), 304-324, 2012
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    Citations

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    Cited by:

    1. Zhang, Hong-Fan, 2021. "Iterative GMM for partially linear single-index models with partly endogenous regressors," Computational Statistics & Data Analysis, Elsevier, vol. 156(C).
    2. Xiaolin Sun, 2022. "Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach," Papers 2210.15829, arXiv.org, revised Oct 2024.
    3. 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.
    4. 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.
    5. 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.
    6. 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).
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. 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.

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