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Generalised instrumental variable models
Chesher, Andrew; Rosen, Adam - Centre for Microdata Methods and Practice (CEMMAP) - 2013
The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper we extend the application of instrumental variable (IV) models to a wide class of problems in which multiple values of unobservable variables can be...
Persistent link: https://www.econbiz.de/10010827509
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Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data
Sokbae 'Simon' Lee; Wilke, Ralf A. - Centre for Microdata Methods and Practice (CEMMAP) - 2005
definitions of unemployment. By exploiting the richness of the data we use a nonparametric approach without imposing critical …
Persistent link: https://www.econbiz.de/10005509555
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Estimating average marginal effects in nonseparable structural systems
Schennach, Susanne; White, Halbert; Chalak, Karim - Centre for Microdata Methods and Practice (CEMMAP) - 2007
<p><p>We provide nonparametric estimators of derivative ratio-based average marginal effects of an endogenous cause, X … nonparametric estimators of instrument-conditioned effects, as well as root-n consistent and asymptotically normal estimators of …
Persistent link: https://www.econbiz.de/10005509545
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Identifying the returns to lying when the truth is unobserved
Hu, Yingyao; Lewbel, Arthur - Centre for Microdata Methods and Practice (CEMMAP) - 2008
variable Y . This paper considers nonparametric identification and estimation of the effect of D on Y , conditioning on D* = 0 … college.We estimate this average returns to lying to be about 7% to 20%. Nonparametric identification without observing D* is …
Persistent link: https://www.econbiz.de/10005509568
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Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
Chen, Xiaohong; Christensen, Timothy - Centre for Microdata Methods and Practice (CEMMAP) - 2013
We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric …
Persistent link: https://www.econbiz.de/10010827532
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - Centre for Microdata Methods and Practice (CEMMAP) - 2013
nonparametric inferences about L(g). An extension to nonseparable and quantile IV models is described. …
Persistent link: https://www.econbiz.de/10010827553
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Adaptive nonparametric instrumental variables estimation: empirical choice of the regularisation parameter
Horowitz, Joel - Centre for Microdata Methods and Practice (CEMMAP) - 2013
In nonparametric instrumental variables estimation, the mapping that identifies the function of interest, g say, is …
Persistent link: https://www.econbiz.de/10010827570
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Averaging of moment condition estimators
Chen, Xiaohong; Jacho-Chavez, David T.; Linton, Oliver - Centre for Microdata Methods and Practice (CEMMAP) - 2012
to the conditional moment restriction and the implied estimator in that case is shown to achieve the semiparametric …
Persistent link: https://www.econbiz.de/10010575249
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Efficient information theoretic inference for conditional moment restrictions
Smith, Richard - Centre for Microdata Methods and Practice (CEMMAP) - 2005
large numbers of unconditional moment conditions. This paper develops a class of first order equivalent semi-parametric …
Persistent link: https://www.econbiz.de/10005811463
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Generalized nonparametric deconvolution with an application to earnings dynamics
Bonhomme, Stéphane; Robin, Jean-Marc - Centre for Microdata Methods and Practice (CEMMAP) - 2008
<p><p><p>In this paper,we construct a nonparametric estimator of the distributions of latent factors in linear …
Persistent link: https://www.econbiz.de/10005727657