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finite. I then propose a nonparametric estimator that is consistent as the number of proxies increases with the sample size …
Persistent link: https://www.econbiz.de/10012215380
) semiparametric binary response model. …
Persistent link: https://www.econbiz.de/10012215368
nonparametric estimator that is unbiased over the randomization distribution and derive its finite population limiting distribution …
Persistent link: https://www.econbiz.de/10013189770
There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete … nonparametric first steps. We give explicit influence functions for first steps that satisfy exogenous or endogenous orthogonality … estimates in a gasoline demand application.There are many economic parameters that depend on nonparametric first steps. Examples …
Persistent link: https://www.econbiz.de/10014537016
error by proportions, standard estimators are inconsistent. We model this problem as a nonparametric binomial mixture. Under …
Persistent link: https://www.econbiz.de/10011995482
This paper makes several important contributions to the literature about non- parametric instrumental variables (NPIV ) estimation and inference on a structural function h0 and functionals of h0 .First, we derive sup-norm convergence rates for computationally simple sieve NPIV (series two-stage...
Persistent link: https://www.econbiz.de/10011995512
of interest. We also note that the data combination procedure is essential in a semiparametric setting such as ours …. Provided that the (nonparametric) data combination procedure can only be defined in finite samples, we introduce a new notion …
Persistent link: https://www.econbiz.de/10011995520
A new bandwidth selection method that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity design estimator of the average treatment effect at the cut-off point. The asymptotic mean...
Persistent link: https://www.econbiz.de/10011995521
Strategic interaction parameters characterize the impact of actions of one economic agent on the payoff of another economic agent, and are of great interest in both theoretical and empirical work. In this paper, by considering econometric models involving simultaneous discrete systems of...
Persistent link: https://www.econbiz.de/10012215350
nonparametric model of a triangular system. The paper derives a necessary and sufficient rank condition for identification, based on … which weak identification is established. Then nonparametric weak instruments are defined as a sequence of reduced …
Persistent link: https://www.econbiz.de/10012215415