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Nonparametric Instrumental Variable Estimators of Structural Quantile Effects

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Author Info
Victor Chernozhukov (Massachusetts Institute of Technology)
Patrick Gagliardini (University of Lugano and Swiss Finance Institute)
Olivier Scaillet (University of Geneva and Swiss Finance Institute)

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Abstract

We study the asymptotic distribution of Tikhonov Regularized estimation of quantile structural effects implied by a nonseparable model. The nonparametric instrumental variable estimator is based on a minimum distance principle. We show that the minimum distance problem without regularization is locally ill-posed, and consider penalization by the norms of the parameter and its derivatives. We derive pointwise asymptotic normality and develop a consistent estimator of the asymptotic variance. We study the small sample properties via simulation results, and provide an empirical illustration to estimation of nonlinear pricing curves for telecommunications services in the U.S.

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Publisher Info
Paper provided by Swiss Finance Institute in its series Swiss Finance Institute Research Paper Series with number 08-03.

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Length: 93 pages
Date of creation: Dec 2006
Date of revision: Aug 2009
Handle: RePEc:chf:rpseri:rp0803

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Web page: http://www.SwissFinanceInstitute.ch
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Related research
Keywords: Nonparametric Quantile Regression; Instrumental Variable; Ill-Posed Inverse Problems; Tikhonov Regularization; Nonlinear Pricing Curve.;

Find related papers by JEL classification:
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis

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This page was last updated on 2009-11-30.


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