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Nonparametric Instrumental Variable Estimation of Structural Quantile Effects

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  • Patrick Gagliardini
  • Olivier Scaillet

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Bibliographic Info

Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 80 (2012)
Issue (Month): 4 (07)
Pages: 1533-1562

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Handle: RePEc:ecm:emetrp:v:80:y:2012:i:4:p:1533-1562

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Cited by:
  1. Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2013. "On the Testability of Identification in Some Nonparametric Models With Endogeneity," Econometrica, Econometric Society, vol. 81(6), pages 2535-2559, November.
  2. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
  3. Joel Horowitz, 2013. "Adaptive nonparametric instrumental variables estimation: empirical choice of the regularisation parameter," CeMMAP working papers CWP30/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Horowitz, Joel L., 2014. "Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter," Journal of Econometrics, Elsevier, vol. 180(2), pages 158-173.
  5. Fève, Frédérique & Florens, Jean-Pierre, 2014. "Iterative algorithm for non parametric estimation of the instrumental variables quantiles," Economics Letters, Elsevier, vol. 123(3), pages 300-304.
  6. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.

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