Search Results - subject:"Nonparametric instrumental variables"

Sieve Wald and QLR inferences on semi/nonparametric conditional moment models

Chen, Xiaohong; Pouzo, Demian - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 3, pp. 1013-1079

Persistent link: https://www.econbiz.de/10011378588

Horowitz, Joel L. - In: Annual Review of Economics 6 (2014) 1, pp. 21-51

A parameter of an econometric model is identified if there is a one-to-one or many-to-one mapping from the population distribution of the available data to the parameter. Often, this mapping is obtained by inverting a mapping from the parameter to the population distribution. If the inverse...

Persistent link: https://www.econbiz.de/10010886200

Bayesian Semiparametric Inference in Multiple Equation Models

Koop, Gary; Poirier, Dale; Tobias, Justin - Department of Economics, Leicester University - 2003

of California at Irvine jtobias@uci.edu June 19, 2003 KEYWORDS: nonparametric regression, nonparametric instrumental … variables, SUR model, endogeneity, nonlinear simultaneous equations ABSTRACT: This paper outlines an approach to Bayesian …

Persistent link: https://www.econbiz.de/10005385015