IDEAS home Printed from https://ideas.repec.org/r/ifs/cemmap/09-17.html
   My bibliography  Save this item

Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Michael Jansson & Demian Pouzo, 2017. "Towards a General Large Sample Theory for Regularized Estimators," Papers 1712.07248, arXiv.org, revised Jul 2020.
  2. Zheng Fang & Juwon Seo, 2021. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Econometrica, Econometric Society, vol. 89(5), pages 2439-2458, September.
  3. Sant’Anna, Pedro H.C. & Zhao, Jun, 2020. "Doubly robust difference-in-differences estimators," Journal of Econometrics, Elsevier, vol. 219(1), pages 101-122.
  4. Ruiqi Liu & Ben Boukai & Zuofeng Shang, 2019. "Statistical Inference on Partially Linear Panel Model under Unobserved Linearity," Papers 1911.08830, arXiv.org.
  5. Qingliang Fan & Zijian Guo & Ziwei Mei & Cun-Hui Zhang, 2023. "Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity," Papers 2310.08063, arXiv.org, revised Jun 2024.
  6. Hoshino, Tadao & Yanagi, Takahide, 2023. "Treatment effect models with strategic interaction in treatment decisions," Journal of Econometrics, Elsevier, vol. 236(2).
  7. Hoshino Tadao & Yanagi Takahide, 2022. "Estimating marginal treatment effects under unobserved group heterogeneity," Journal of Causal Inference, De Gruyter, vol. 10(1), pages 197-216, January.
  8. AmirEmad Ghassami & Andrew Ying & Ilya Shpitser & Eric Tchetgen Tchetgen, 2021. "Minimax Kernel Machine Learning for a Class of Doubly Robust Functionals with Application to Proximal Causal Inference," Papers 2104.02929, arXiv.org, revised Mar 2022.
  9. Tao, Jing, 2020. "Trinity tests of functions for conditional moment models," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
  10. Han, Sukjin & Yang, Shenshen, 2024. "A computational approach to identification of treatment effects for policy evaluation," Journal of Econometrics, Elsevier, vol. 240(1).
  11. Krikamol Muandet & Arash Mehrjou & Si Kai Lee & Anant Raj, 2019. "Dual Instrumental Variable Regression," Papers 1910.12358, arXiv.org, revised Oct 2020.
  12. Li, Jia & Liao, Zhipeng, 2020. "Uniform nonparametric inference for time series," Journal of Econometrics, Elsevier, vol. 219(1), pages 38-51.
  13. Ma, Jun & Marmer, Vadim & Yu, Zhengfei, 2023. "Inference on individual treatment effects in nonseparable triangular models," Journal of Econometrics, Elsevier, vol. 235(2), pages 2096-2124.
  14. Chen, Jiafeng & Chen, Xiaohong & Tamer, Elie, 2023. "Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators," Journal of Econometrics, Elsevier, vol. 235(2), pages 1848-1875.
  15. Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis, 2020. "Adversarial Estimation of Riesz Representers," Papers 2101.00009, arXiv.org, revised Apr 2024.
  16. Jad Beyhum & Elia Lapenta & Pascal Lavergne, 2023. "One-step smoothing splines instrumental regression," Papers 2307.14867, arXiv.org, revised Apr 2024.
  17. Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.
  18. Gao, Jiti & Peng, Bin & Wu, Wei Biao & Yan, Yayi, 2024. "Time-varying multivariate causal processes," Journal of Econometrics, Elsevier, vol. 240(1).
  19. Christoph Breunig & Xiaohong Chen, 2021. "Simple Adaptive Estimation of Quadratic Functionals in Nonparametric IV Models," Papers 2101.12282, arXiv.org, revised Feb 2022.
  20. Breunig, Christoph & Haan, Peter, 2021. "Nonparametric regression with selectively missing covariates," Journal of Econometrics, Elsevier, vol. 223(1), pages 28-52.
  21. Shi, Chengchun & Luo, Shikai & Zhu, Hongtu & Song, Rui, 2021. "An online sequential test for qualitative treatment effects," LSE Research Online Documents on Economics 112521, London School of Economics and Political Science, LSE Library.
  22. Nishanth Dikkala & Greg Lewis & Lester Mackey & Vasilis Syrgkanis, 2020. "Minimax Estimation of Conditional Moment Models," Papers 2006.07201, arXiv.org.
  23. Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2020. "Ill-posed estimation in high-dimensional models with instrumental variables," Journal of Econometrics, Elsevier, vol. 219(1), pages 171-200.
  24. Christoph Breunig & Xiaohong Chen, 2020. "Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models," Cowles Foundation Discussion Papers 2238R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2021.
  25. Christoph Breunig & Xiaohong Chen, 2020. "Adaptive, Rate-Optimal Testing in Instrumental Variables Models," Cowles Foundation Discussion Papers 2238, Cowles Foundation for Research in Economics, Yale University.
  26. Nan Liu & Yanbo Liu & Yuya Sasaki, 2024. "Estimation and Inference for Causal Functions with Multiway Clustered Data," Papers 2409.06654, arXiv.org.
  27. Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.
  28. Wang, Ao, 2023. "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351.
  29. Beyhum, Jad & Lapenta, Elia & Lavergne, Pascal, 2023. "One-step nonparametric instrumental regression using smoothing splines," TSE Working Papers 23-1467, Toulouse School of Economics (TSE).
  30. Jean-Jacques Forneron, 2019. "A Sieve-SMM Estimator for Dynamic Models," Papers 1902.01456, arXiv.org, revised Jan 2023.
  31. Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann, 2023. "A functional estimation approach to the first-price auction models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1564-1588.
  32. Zhexiao Lin & Fang Han, 2022. "On regression-adjusted imputation estimators of the average treatment effect," Papers 2212.05424, arXiv.org, revised Jan 2023.
  33. 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.
  34. Christoph Breunig & Xiaohong Chen, 2020. "Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models," Papers 2006.09587, arXiv.org, revised Nov 2024.
  35. Lu, Zhentong & Shi, Xiaoxia & Tao, Jing, 2023. "Semi-nonparametric estimation of random coefficients logit model for aggregate demand," Journal of Econometrics, Elsevier, vol. 235(2), pages 2245-2265.
  36. Xiaohong Chen & Zhengling Qi, 2022. "On Well-posedness and Minimax Optimal Rates of Nonparametric Q-function Estimation in Off-policy Evaluation," Papers 2201.06169, arXiv.org, revised Jun 2022.
  37. Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators," Papers 2110.06763, arXiv.org, revised Oct 2022.
  38. Xiaohong Chen & Timothy Christensen & Sid Kankanala, 2021. "Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities," Papers 2107.11869, arXiv.org, revised Jan 2024.
  39. Samuele Centorrino & Aman Ullah & Jing Xue, 2019. "Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables," Papers 1911.06857, arXiv.org.
  40. Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2022. "Inference on Strongly Identified Functionals of Weakly Identified Functions," Papers 2208.08291, arXiv.org, revised Jun 2023.
  41. Hiroyuki Kawakatsu, 2022. "Local projection variance impulse response," Empirical Economics, Springer, vol. 62(3), pages 1219-1244, March.
  42. Centorrino, Samuele & Florens, Jean-Pierre, 2021. "Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors," Econometrics and Statistics, Elsevier, vol. 17(C), pages 35-63.
  43. Liu, Lin & Mukherjee, Rajarshi & Robins, James M., 2024. "Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators," Journal of Econometrics, Elsevier, vol. 240(2).
  44. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
  45. Christoph Breunig & Peter Haan, 2018. "Nonparametric Regression with Selectively Missing Covariates," Papers 1810.00411, arXiv.org, revised Oct 2020.
  46. Xiaohong Chen & Timothy M. Christensen & Sid Kankanala, 2021. "Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV," Cowles Foundation Discussion Papers 2292, Cowles Foundation for Research in Economics, Yale University.
  47. Fang Han, 2024. "An Introduction to Permutation Processes (version 0.5)," Papers 2407.09664, arXiv.org.
  48. Giovanni Compiani, 2022. "Market counterfactuals and the specification of multiproduct demand: A nonparametric approach," Quantitative Economics, Econometric Society, vol. 13(2), pages 545-591, May.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.