Online Instrumental Variable Regression: Regret Analysis and Bandit Feedback
Author
Abstract
Suggested Citation
Note: View the original document on HAL open archive server: https://hal.science/hal-03831210v2
Download full text from publisher
References listed on IDEAS
- Pedro Carneiro & James J. Heckman & Edward J. Vytlacil, 2011.
"Estimating Marginal Returns to Education,"
American Economic Review, American Economic Association, vol. 101(6), pages 2754-2781, October.
- Carneiro, Pedro & Heckman, James J. & Vytlacil, Edward, 2010. "Estimating Marginal Returns to Education," IZA Discussion Papers 5275, Institute of Labor Economics (IZA).
- Pedro Carneiro & James J. Heckman & Edward J. Vytlacil, 2010. "Estimating Marginal Returns to Education," NBER Working Papers 16474, National Bureau of Economic Research, Inc.
- Pedro Carneiro & James Heckman & Edward Vytlacil, 2010. "Estimating marginal returns to education," CeMMAP working papers CWP29/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2021.
"The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables,"
American Economic Review, American Economic Association, vol. 111(11), pages 3663-3698, November.
- Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2019. "The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables," NBER Working Papers 25691, National Bureau of Economic Research, Inc.
- Jin Li & Ye Luo & Xiaowei Zhang, 2021. "Dynamic Selection in Algorithmic Decision-making," Papers 2108.12547, arXiv.org, revised Sep 2023.
- Volodya Vovk, 2001. "Competitive On‐line Statistics," International Statistical Review, International Statistical Institute, vol. 69(2), pages 213-248, August.
- Whitney K. Newey & James L. Powell, 2003. "Instrumental Variable Estimation of Nonparametric Models," Econometrica, Econometric Society, vol. 71(5), pages 1565-1578, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song, 2023. "SGMM: Stochastic Approximation to Generalized Method of Moments," Papers 2308.13564, arXiv.org, revised Oct 2023.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Robert A. Moffitt & Matthew V. Zahn, 2019.
"The Marginal Labor Supply Disincentives of Welfare: Evidence from Administrative Barriers to Participation,"
NBER Working Papers
26028, National Bureau of Economic Research, Inc.
- Robert A. Moffitt & Matthew V. Zahn, 2022. "The Marginal Labor Supply Disincentives of Welfare: Evidence from Administrative Barriers to Participation," Papers 2202.03413, arXiv.org.
- Moffitt, Robert A. & Zahn, Matthew V., 2022. "The Marginal Labor Supply Disincentives of Welfare: Evidence from Administrative Barriers to Participation," IZA Discussion Papers 15046, Institute of Labor Economics (IZA).
- Moffitt, Robert A. & Zahn, Matthew V., 2022. "The Marginal Labor Supply Disincentives of Welfare: Evidence from Administrative Barriers to Participation," Economics Working Paper Archive 66674, The Johns Hopkins University,Department of Economics.
- Pereda-Fernández, Santiago, 2023.
"Identification and estimation of triangular models with a binary treatment,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 585-623.
- Santiago Pereda Fernández, 2019. "Identification and estimation of triangular models with a binary treatment," Temi di discussione (Economic working papers) 1210, Bank of Italy, Economic Research and International Relations Area.
- Tafti, Elena Ashtari, 2023. "Technology, Skills, and Performance: The Case of Robots in Surgery," CINCH Working Paper Series (since 2020) 78746, Duisburg-Essen University Library, DuEPublico.
- Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2023.
"High dimensional semiparametric moment restriction models,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 320-345.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2017. "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers 17/17, Monash University, Department of Econometrics and Business Statistics.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," CeMMAP working papers CWP69/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," CeMMAP working papers CWP04/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers 23/18, Monash University, Department of Econometrics and Business Statistics.
- Dong, C. & Gao, J. & Linton, O., 2018. "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics 1881, Faculty of Economics, University of Cambridge.
- Gaurab Aryal & Manudeep Bhuller & Fabian Lange, 2022.
"Signaling and Employer Learning with Instruments,"
American Economic Review, American Economic Association, vol. 112(5), pages 1669-1702, May.
- Gaurab Aryal & Manudeep Bhuller & Fabian Lange, 2019. "Signaling and Employer Learning with Instruments," NBER Working Papers 25885, National Bureau of Economic Research, Inc.
- Aryal, Gaurab & Bhuller, Manudeep & Lange, Fabian, 2020. "Signaling and Employer Learning with Instruments," IZA Discussion Papers 12953, Institute of Labor Economics (IZA).
- Gaurab Aryal & Manudeep Bhuller & Fabian Lange, 2020. "Signaling and Employer Learning with Instruments," CESifo Working Paper Series 8092, CESifo.
- Gaurab Aryal & Manudeep Bhuller & Fabian Lange, 2021. "Signaling and Employer Learning with Instruments," Papers 2103.04123, arXiv.org, revised Oct 2021.
- Goff, Leonard, 2024. "A vector monotonicity assumption for multiple instruments," Journal of Econometrics, Elsevier, vol. 241(1).
- Manu Navjeevan & Rodrigo Pinto & Andres Santos, 2023. "Identification and Estimation in a Class of Potential Outcomes Models," Papers 2310.05311, arXiv.org.
- Thomas Carr & Toru Kitagawa, 2021. "Testing Instrument Validity with Covariates," Papers 2112.08092, arXiv.org, revised Sep 2023.
- Shoya Ishimaru, 2024.
"Empirical Decomposition of the IV-OLS Gap with Heterogeneous and Nonlinear Effects,"
The Review of Economics and Statistics, MIT Press, vol. 106(2), pages 505-520, March.
- Shoya Ishimaru, 2021. "Empirical Decomposition of the IV-OLS Gap with Heterogeneous and Nonlinear Effects," Papers 2101.04346, arXiv.org, revised Jun 2022.
- Mogstad, Magne & Torgovitsky, Alexander & Walters, Christopher R., 2024.
"Policy evaluation with multiple instrumental variables,"
Journal of Econometrics, Elsevier, vol. 243(1).
- Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2020. "Policy Evaluation with Multiple Instrumental Variables," Working Papers 2020-99, Becker Friedman Institute for Research In Economics.
- Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2020. "Policy Evaluation with Multiple Instrumental Variables," NBER Working Papers 27546, National Bureau of Economic Research, Inc.
- Nadja van 't Hoff, 2023. "Identifying Causal Effects of Discrete, Ordered and ContinuousTreatments using Multiple Instrumental Variables," Papers 2311.17575, arXiv.org, revised Oct 2024.
- Santiago Acerenza & Vitor Possebom & Pedro H. C. Sant'Anna, 2023. "Was Javert right to be suspicious? Unpacking treatment effect heterogeneity of alternative sentences on time-to-recidivism in Brazil," Papers 2311.13969, arXiv.org, revised Jan 2025.
- Christophe Bruneel-Zupanc, 2023. "Don't (fully) exclude me, it's not necessary! Causal inference with semi-IVs," Papers 2303.12667, arXiv.org, revised Feb 2025.
- Elizabeth M. Caucutt & Lance Lochner & Youngmin Park, 2017.
"Correlation, Consumption, Confusion, or Constraints: Why Do Poor Children Perform so Poorly?,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 119(1), pages 102-147, January.
- Elizabeth Caucutt & Lance Lochner & Youngmin Park, 2015. "Correlation, Consumption, Confusion, or Constraints: Why do Poor Children Perform so Poorly?," Working Papers 2015-005, Human Capital and Economic Opportunity Working Group.
- Elizabeth M. Caucutt & Lance Lochner & Youngmin Park, 2015. "Correlation, Consumption, Confusion, or Constraints: Why do Poor Children Perform so Poorly?," NBER Working Papers 21023, National Bureau of Economic Research, Inc.
- Elizabeth M. Caucutt & Lance Lochner & Youngmin Park, 2015. "Correlation, Consumption, Confusion, or Constraints: Why Do Poor Children Perform So Poorly?," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20153, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- Lance Lochner & Elizabeth Caucutt, 2016. "Correlation, Consumption, Confusion, or Constraints: Why do Poor Children Perform so Poorly?," 2016 Meeting Papers 158, Society for Economic Dynamics.
- Ai, Chunrong & Chen, Xiaohong, 2007. "Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables," Journal of Econometrics, Elsevier, vol. 141(1), pages 5-43, November.
- Zichen Deng & Maarten Lindeboom, 2021. "Early-life Famine Exposure, Hunger Recall and Later-life Health," Tinbergen Institute Discussion Papers 21-054/V, Tinbergen Institute.
- Richard Blundell & Joel Horowitz & Matthias Parey, 2022.
"Estimation of a Heterogeneous Demand Function with Berkson Errors,"
The Review of Economics and Statistics, MIT Press, vol. 104(5), pages 877-889, December.
- Richard Blundell & Joel Horowitz & Matthias Parey, 2018. "Estimation of a Heterogeneous Demand Function with Berkson Errors," Papers 1811.10690, arXiv.org, revised Aug 2019.
- Arellano, Manuel & Blundell, Richard & Bonhomme, Stéphane & Light, Jack, 2024.
"Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence,"
Journal of Econometrics, Elsevier, vol. 240(2).
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme & Jack Light, 2023. "Heterogeneity of Consumption Responses to Income Shocks in the Presence of Nonlinear Persistence," Working Papers wp2023_2301, CEMFI.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme & Jack Light, 2024. "Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence," Post-Print hal-04536563, HAL.
- Manuel Arellano & Richard Blundell & Stéphane Bonhomme & Jack Light, 2023. "Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence," CeMMAP working papers 07/23, Institute for Fiscal Studies.
- Arellano, Manuel & Blundell, Richard & Bonhomme, Stéphane & Light, Jack, 2023. "Heterogeneity of Consumption Responses to Income Shocks in the Presence of Nonlinear Persistence," TSE Working Papers 23-1435, Toulouse School of Economics (TSE).
- Joël Cariolle & Yasmine Elkhateeb & Mathilde Maurel, 2022.
"(Mis-)information technology: Internet use and perception of democracy in Africa,"
Documents de travail du Centre d'Economie de la Sorbonne
22010, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Joël Cariolle & Yasmine Elkhateeb & Mathilde Maurel, 2023. "(Mis-)information technology: Internet use and perception of democracy in Africa," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04289888, HAL.
- Joël Cariolle & Yasmine Elkhateeb & Mathilde Maurel, 2022. "(Mis-)information technology: Internet use and perception of democracy in Africa," Post-Print halshs-03628023, HAL.
- Joël Cariolle & Yasmine Elkhateeb & Mathilde Maurel, 2023. "(Mis-)information technology: Internet use and perception of democracy in Africa," Post-Print hal-04289888, HAL.
- Joël Cariolle & Yasmine Elkhateeb & Mathilde Maurel, 2022. "(Mis-)information technology: Internet use and perception of democracy in Africa," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03628023, HAL.
- Shiu, Ji-Liang & Hu, Yingyao, 2013.
"Identification and estimation of nonlinear dynamic panel data models with unobserved covariates,"
Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
- Ji-Liang Shiu & Yingyao Hu, 2010. "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive 557, The Johns Hopkins University,Department of Economics.
More about this item
Keywords
Causality; Instrumental Variables; Online linear regression; Online learning; Bandit / imperfect feedback; Linear bandits; Regret Bounds; Econometrics; Two-stage regression;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-11-28 (Econometrics)
Statistics
Access and download statisticsCorrections
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:hal:wpaper:hal-03831210. 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.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.