Local indirect least squares and average marginal effects in nonseparable structural systems
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DOI: 10.1016/j.jeconom.2011.09.041
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- Susanne Schennach & Halbert White & Karim Chalak, 2007. "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics 680, Boston College Department of Economics, revised 26 Dec 2009.
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Citations
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Cited by:
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"Viewpoint: An extended class of instrumental variables for the estimation of causal effects,"
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- Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 1-51, February.
- Susanne M. Schennach, 2012.
"Measurement error in nonlinear models - a review,"
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- Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers 41/12, Institute for Fiscal Studies.
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- Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
- Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers 40/13, Institute for Fiscal Studies.
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Journal of Economic Literature, American Economic Association, vol. 48(2), pages 356-398, June.
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Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
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More about this item
Keywords
Indirect least squares; Instrumental variables; Measurement error; Nonparametric estimator; Nonseparable structural equations;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
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