This paper introduces Stata commands [R] npivreg and [R] npivregcv, which implement nonparametric instrumental variable (NPIV) estimation methods without and with a cross-validated choice of tuning parameters, respectively. Both commands are able to impose monotonicity of the estimated function....

This paper proposes a fully nonparametric kernel method to account for observed covariates in regression discontinuity designs (RDD), which may increase precision of treatment effect estimation. It is shown that conditioning on covariates reduces the asymptotic variance and allows estimating the...

The ill-posedness of the nonparametric instrumental variable (NPIV) model leads to estimators that may suffer from poor statistical performance. In this paper, we explore the possibility of imposing shape restrictions to improve the performance of the NPIV estimators. We assume that the function...