In this paper, we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We approximate the unknown functional coefficients by some basis...

This paper studies endogenous treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment choice rules. Such heterogeneity may arise, for example, when multiple treatment eligibility criteria and different preference patterns exist. Using a...

In this study, we consider cross-sectional interaction models including spatial autoregressive models and peer effects models as special cases. Our model allows the endogenous effect---the effect of others' outcomes on one's own outcome--- to be nonlinear and nonparametric. For the model...