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Citations for "Nonparametric Estimation of Triangular Simultaneous Equations Models"

by Whitney Newey & James Powell & Francis Vella

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  1. Theophile T. Azomahou & Micheline Goedhuys & Phu Nguyen-Van, 2010. "A Structural nonparametric reappraisal of the CO2 emissions-income relationships," Working Papers of BETA 2010-03, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  2. Huynh, Kim P. & Jacho-Chávez, David T., 2009. "Growth and governance: A nonparametric analysis," Journal of Comparative Economics, Elsevier, vol. 37(1), pages 121-143, March.
  3. Joel Horowitz, 2004. "Testing a parametric model against a nonparametric alternative with identification through instrumental variables," CeMMAP working papers CWP14/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Ai, Chunrong & Chen, Xiaohong, 2007. "Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables," Journal of Econometrics, Elsevier, vol. 141(1), pages 5-43, November.
  5. Benkard, C. Lanier & Berry, Steven, 2006. "On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comments on B. Brown (1983) and Roehrig (1988)," Research Papers 1868r, Stanford University, Graduate School of Business.
  6. repec:wyi:wpaper:001967 is not listed on IDEAS
  7. Sangin Park, 2000. "Semiparametric Instrumental Variables Estimation and Its Application to Dynamic Oligopoly," Econometric Society World Congress 2000 Contributed Papers 0432, Econometric Society.
  8. Jun, Sung Jae & Pinkse, Joris & Xu, Haiqing, 2011. "Tighter bounds in triangular systems," Journal of Econometrics, Elsevier, vol. 161(2), pages 122-128, April.
  9. Rodrigues, Clarissa G. & Pinto, Cristine Campos de Xavier & Santos, Daniel D., 2012. "The impact of daycare attendance on math test scores for a cohort of 4th graders in Brazil," Textos para discussão 290, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  10. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  11. Richard Blundell & Martin Browning & Ian Crawford, 2002. "Nonparametric Engel Curves and Revealed Preference," CAM Working Papers 2002-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  12. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Boston College Working Papers in Economics 585, Boston College Department of Economics, revised 04 Sep 2006.
  13. Farré, Lídia & Klein, Roger & Vella, Francis, 2010. "A Parametric Control Function Approach to Estimating the Returns to Schooling in the Absence of Exclusion Restrictions: An Application to the NLSY," IZA Discussion Papers 4935, Institute for the Study of Labor (IZA).
  14. Richard Blundell & Joel Horowitz, 2004. "A nonparametric test of exogeneity," CeMMAP working papers CWP15/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  15. Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP26/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  16. Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers CWP17/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  17. Frolich, Markus, 2007. "Nonparametric IV estimation of local average treatment effects with covariates," Journal of Econometrics, Elsevier, vol. 139(1), pages 35-75, July.
  18. Enno Mammen & Byeong U. Park & Melanie Schienle, 2012. "Additive Models: Extensions and Related Models," SFB 649 Discussion Papers SFB649DP2012-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  19. Shen, Leilei, 2013. "Financial dependence and growth: Diminishing returns to improvement in financial development," Economics Letters, Elsevier, vol. 120(2), pages 215-219.
  20. Joel Horowitz & Sokbae 'Simon' Lee, 2009. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP18/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  21. Talan B. Iscan & U.L. Gouranga Rao, 2000. "Investment and the Current Account: A Triangular Model of the G-7 Key words: Investment; current account; triangular simultaneous equations model; random coefficients regression model," Department of Economics at Dalhousie University working papers archive rao, Dalhousie, Department of Economics.
  22. Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez, 2012. "Bayesian Nonparametric Instrumental Variable Regression based on Penalized Splines and Dirichlet Process Mixtures," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 127, Courant Research Centre PEG.
  23. Whitney Newey & Guido Imbens, 2004. "Identification and Estimation of Triangular Simultaneous Equations Models without Additivity," Econometric Society 2004 North American Summer Meetings 594, Econometric Society.
  24. Van Keilegom, Ingrid & Vanhems, Anne, 2011. "Semiparametric transformation model with endogeneity: a control function approach," TSE Working Papers 11-243, Toulouse School of Economics (TSE).
  25. Park, Sangin, 2003. "Semiparametric instrumental variables estimation," Journal of Econometrics, Elsevier, vol. 112(2), pages 381-399, February.
  26. Del Bono, Emilia & Weber, Andrea, 2006. "Do Wages Compensate for Anticipated Working Time Restrictions? Evidence from Seasonal Employment in Austria," IZA Discussion Papers 2242, Institute for the Study of Labor (IZA).
  27. Joel Horowitz & Sokbae 'Simon' Lee, 2006. "Nonparametric instrumental variables estimation of a quantile regression model," CeMMAP working papers CWP09/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  28. Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker, 2012. "Counterfactual distributions of wages via quantile regression with endogeneity," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3212-3229.
  29. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric Estimation of Homothetic and Homothetically Separable Functions," STICERD - Econometrics Paper Series /2003/461, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  30. Richard W. Blundell & James L. Powell, 2004. "Endogeneity in Semiparametric Binary Response Models," Review of Economic Studies, Oxford University Press, vol. 71(3), pages 655-679.
  31. D’Haultfoeuille, Xavier, 2011. "On The Completeness Condition In Nonparametric Instrumental Problems," Econometric Theory, Cambridge University Press, vol. 27(03), pages 460-471, June.
  32. Horowitz, Joel L. & Lee, Sokbae, 2009. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," Journal of Econometrics, Elsevier, vol. 152(2), pages 141-152, October.
  33. Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University.
  34. S. Darolles & Y. Fan & J. P. Florens & E. Renault, 2011. "Nonparametric Instrumental Regression," Econometrica, Econometric Society, vol. 79(5), pages 1541-1565, 09.
  35. Maican, Florin G., 2012. "From Boom to Bust and Back Again: A dynamic analysis of IT services," Working Papers in Economics 543, University of Gothenburg, Department of Economics.
  36. Santos, Andres, 2011. "Instrumental variable methods for recovering continuous linear functionals," Journal of Econometrics, Elsevier, vol. 161(2), pages 129-146, April.
  37. Dora L. Costa & Matthew E. Kahn, 2005. "Surviving Andersonville: The Benefits of Social Networks in POW Camps," NBER Working Papers 11825, National Bureau of Economic Research, Inc.
  38. Amann, R. & Klein, T.J., 2011. "Returns to Type or Tenure?," Discussion Paper 2011-001, Tilburg University, Center for Economic Research.
  39. Das, M., 2003. "Identification and sequential estimation of panel data models with insufficient exclusion restrictions," Journal of Econometrics, Elsevier, vol. 114(2), pages 297-328, June.
  40. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers CWP73/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  41. Richard Blundell & Martin Browning & Ian Crawford, 2005. "Best nonparametric bounds on demand responses," IFS Working Papers W05/20, Institute for Fiscal Studies.
  42. Martins-Filho, Carlos & Yao, Feng, 2012. "Kernel-based estimation of semiparametric regression in triangular systems," Economics Letters, Elsevier, vol. 115(1), pages 24-27.
  43. Azomahou, Théophile T. & El ouardighi, Jalal & Nguyen-Van, Phu & Pham, Thi Kim Cuong, 2011. "Testing convergence of European regions: A semiparametric approach," Economic Modelling, Elsevier, vol. 28(3), pages 1202-1210, May.
  44. Wang, Qiuyan & Findeis, Jill L., 2004. "Do Women Earn Less In Rural Areas? An Empirical Analysis Of The Female Rural-Urban Wage Differential," 2004 Annual meeting, August 1-4, Denver, CO 19982, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  45. Azomahou, Theophile & Diene, Bity & Diene, Mbaye, 2012. "Nonlinearities in productivity growth: A semi-parametric panel analysis," MERIT Working Papers 046, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  46. Patrik Guggenberger & Richard Smith, 2005. "Generalized empirical likelihood tests in time series models with potential identification failure," CeMMAP working papers CWP01/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  47. David Jacho-Chávez & Arthur Lewbel & Oliver Linton, 2006. "Identification and nonparametric estimation of a transformed additively separable model," LSE Research Online Documents on Economics 4416, London School of Economics and Political Science, LSE Library.
  48. Patrick Saart & Jiti Gao, 2012. "Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review," Monash Econometrics and Business Statistics Working Papers 21/12, Monash University, Department of Econometrics and Business Statistics.
  49. repec:wyi:wpaper:002008 is not listed on IDEAS
  50. Desbordes, Rodolphe & Verardi, Vincenzo, 2012. "Refitting the Kuznets curve," Economics Letters, Elsevier, vol. 116(2), pages 258-261.
  51. Andrew Chesher, 2007. "Endogeneity and discrete outcomes," CeMMAP working papers CWP05/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  52. Qiying Wang & Peter C.B. Phillips, 2008. "Structural Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1657, Cowles Foundation for Research in Economics, Yale University.
  53. Koop, Gary M & Poirier, Dale J & Tobias, Justin, 2005. "Semiparametric Bayesian Inference in Multiple Equation Models," Staff General Research Papers 12009, Iowa State University, Department of Economics.
  54. 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.
  55. Sokbae Lee, 2004. "Endogeneity in Quantile Regression Models: A Control Function Approach," Econometric Society 2004 North American Summer Meetings 521, Econometric Society.
  56. Daniel Gutknecht, 2013. "Testing for Monotonicity under Endogeneity An Application to the Reservation Wage Function," Economics Series Working Papers 673, University of Oxford, Department of Economics.
  57. Kasy, Maximilian, . "Instrumental variables with unrestricted heterogeneity and continuous treatment," Working Paper 33257, Harvard University OpenScholar.
  58. Manzan, sebastiano & Zerom, Dawit, 2008. "A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price," MPRA Paper 14386, University Library of Munich, Germany.
  59. Hans Koster & Jos N. van Ommeren & Piet Rietveld, 2010. "Estimating Firms' Demand for Agglomeration," Tinbergen Institute Discussion Papers 10-087/3, Tinbergen Institute.
  60. Gao, Jiti & Phillips, Peter C.B., 2013. "Semiparametric estimation in triangular system equations with nonstationarity," Journal of Econometrics, Elsevier, vol. 176(1), pages 59-79.
  61. Das, M., 2004. "Simple estimators for nonparametric panel data models with sample attrition," Journal of Econometrics, Elsevier, vol. 120(1), pages 159-180, May.
  62. Koster, Hans R.A. & Rouwendal, Jan, 2013. "Agglomeration, commuting costs, and the internal structure of cities," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 352-366.
  63. C. Lanier Benkard & Steven Berry, 2006. "On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on Brown (1983) and Roehrig (1988)," Econometrica, Econometric Society, vol. 74(5), pages 1429-1440, 09.
  64. Christian Belzil & J�rgen Hansen, 2002. "Unobserved Ability and the Return to Schooling," Econometrica, Econometric Society, vol. 70(5), pages 2075-2091, September.
  65. Ulrich Doraszelski & Jordi Jaumandreu, 2007. "R&D and productivity : estimating production functions when productivity is endogenous," Economics Working Papers we078652, Universidad Carlos III, Departamento de Economía.
  66. Elena Martínez Sanchis & Ilker Kandemir & Juan Mora López, 2011. "Counterfactual distributions of wages via quantile regression with endogeneity," Working Papers. Serie AD 2011-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  67. Kim, Chang-Jin, 2009. "Markov-switching models with endogenous explanatory variables II: A two-step MLE procedure," Journal of Econometrics, Elsevier, vol. 148(1), pages 46-55, January.
  68. Blow, Laura & Crawford, Ian, 2002. "A nonparametric method for valuing new goods," Working Paper Series 0143, European Central Bank.
  69. Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.
  70. Juan Carlos Escanciano & David Jacho-Chavez & Arthur Lewbel, 2010. "Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing," Boston College Working Papers in Economics 756, Boston College Department of Economics, revised 31 Jan 2012.
  71. Jonathan S. Skinner & Elliott S. Fisher & John Wennberg, 2005. "The Efficiency of Medicare," NBER Chapters, in: Analyses in the Economics of Aging, pages 129-160 National Bureau of Economic Research, Inc.
  72. Horowitz, Joel L., 2012. "Specification testing in nonparametric instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 167(2), pages 383-396.
  73. repec:asg:wpaper:1006 is not listed on IDEAS
  74. Dong, Yingying, 2010. "Endogenous regressor binary choice models without instruments, with an application to migration," Economics Letters, Elsevier, vol. 107(1), pages 33-35, April.
  75. Feng Yao & Junsen Zhang, 2010. "Efficient semiparametric instrumental variable estimation," Working Papers 10-11, Department of Economics, West Virginia University.
  76. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2011. "Bounding quantile demand functions using revealed preference inequalities," CeMMAP working papers CWP21/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  77. Acemoglu, Daron & Finkelstein, Amy & Notowidigdo, Matthew J., 2009. "Income and Health Spending: Evidence from Oil Price Shocks," CEPR Discussion Papers 7255, C.E.P.R. Discussion Papers.
  78. repec:ese:iserwp:2007-27 is not listed on IDEAS
  79. Das, M., 2005. "Instrumental variables estimators of nonparametric models with discrete endogenous regressors," Journal of Econometrics, Elsevier, vol. 124(2), pages 335-361, February.
  80. Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May.
  81. 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.
  82. Cai, Zongwu & Das, Mitali & Xiong, Huaiyu & Wu, Xizhi, 2006. "Functional coefficient instrumental variables models," Journal of Econometrics, Elsevier, vol. 133(1), pages 207-241, July.
  83. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
  84. Andrew Chesher, 2005. "Nonparametric Identification under Discrete Variation," Econometrica, Econometric Society, vol. 73(5), pages 1525-1550, 09.
  85. Tuomo Suhonen & Jaakko Pehkonen & Hannu Tervo, 2011. "Spatial variation in the development of the return to university education in Finland, 1970-2004," ERSA conference papers ersa10p1351, European Regional Science Association.
  86. Woocheol Kim, 2004. "Identification And Estimation Of Nonparametric Structural," Econometric Society 2004 Far Eastern Meetings 733, Econometric Society.
  87. Stefan Sperlich & Juan M. Rodr�guez-Póo & Ana I. Fernández, 2005. "Semiparametric three-step estimation methods for simultaneous equation systems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 699-721.
  88. Nicolas Debarsy & Vincenzo Verardi, 2010. "Estimating Nonlinearities in Spatial Autoregressive Models," Working Papers halshs-00446574, HAL.
  89. Andrew Chesher, 2004. "Identification of sensitivity to variation in endogenous variables," Econometric Society 2004 Australasian Meetings 353, Econometric Society.
  90. Halkos, George & Tsilika, Kyriaki, 2012. "Programming identification criteria in simultaneous equation models," MPRA Paper 43467, University Library of Munich, Germany.
  91. Martin Huber, 2009. "Treatment evaluation in the presence of sample selection," University of St. Gallen Department of Economics working paper series 2009 2009-07, Department of Economics, University of St. Gallen.
  92. Joel Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  93. : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012. "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers 2013-07, University of Miami, Department of Economics.
  94. Severini, Thomas A. & Tripathi, Gautam, 2006. "Some Identification Issues In Nonparametric Linear Models With Endogenous Regressors," Econometric Theory, Cambridge University Press, vol. 22(02), pages 258-278, April.
  95. Chaohua Dong & Jiti Gao, 2014. "Specification Testing in Structural Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers 2/14, Monash University, Department of Econometrics and Business Statistics.
  96. Giovanni Forchini, 2012. "Structural  Equations  and  Invariance," School of Economics Discussion Papers 0312, School of Economics, University of Surrey.
  97. Enno Mammen & Christoph Rothe & Melanie Schienle, 2012. "Generated Covariates in Nonparametric Estimation: A Short Review," SFB 649 Discussion Papers SFB649DP2012-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  98. Mitali Das, 2000. "Instrumental Variables Estimation of Nonparametric Models with Discrete Endogenous Regressors," Econometric Society World Congress 2000 Contributed Papers 1008, Econometric Society.
  99. Fritzen, Scott A., 2007. "Can the Design of Community-Driven Development Reduce the Risk of Elite Capture? Evidence from Indonesia," World Development, Elsevier, vol. 35(8), pages 1359-1375, August.
  100. Jiti Gao & Peter C.B. Phillips, 2011. "Semiparametric Estimation in Multivariate Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 17/11, Monash University, Department of Econometrics and Business Statistics.
  101. Joshua D. Angrist & Kathryn Graddy & Guido W. Imbens, 1995. "Non-Parametric Demand Analysis with an Application to the Demand for Fish," NBER Technical Working Papers 0178, National Bureau of Economic Research, Inc.
  102. Jerome M. Krief, . "Kernel Weighted Smoothed Maximum Score Estimation for Applied Work," Departmental Working Papers 2011-07, Department of Economics, Louisiana State University.
  103. Peter C.B. Phillips & Liangjun Su, 2009. "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers 1702, Cowles Foundation for Research in Economics, Yale University.
  104. repec:wyi:journl:002112 is not listed on IDEAS
  105. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
  106. Schwiebert, Jörg, 2012. "Semiparametric Estimation of a Sample Selection Model in the Presence of Endogeneity," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-504, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  107. Richard Blundell & Xiaohong Chen & Dennis Kristensen, 2003. "Nonparametric IV estimation of shape-invariant Engel curves," CeMMAP working papers CWP15/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  108. Song, Kyungchul, 2014. "Semiparametric models with single-index nuisance parameters," Journal of Econometrics, Elsevier, vol. 178(P3), pages 471-483.
  109. repec:wyi:wpaper:001972 is not listed on IDEAS
  110. Stoker, Thomas M. & Berndt, Ernst R. & Denny Ellerman, A. & Schennach, Susanne M., 2005. "Panel data analysis of U.S. coal productivity," Journal of Econometrics, Elsevier, vol. 127(2), pages 131-164, August.