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Instrumental variables estimation for nonparametric models

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  • Whitney K. Newey
  • James L. Powell

Abstract

Whitney Newey and James Powell, founding CeMMAP Fellows, wrote an influential paper on instrumental variable estimation of an additive error non-parametrically specified structural equation, presented at the December 1988 North American Winter Meetings of the Econometric Society. A version circulated in 1989 but the results were not published until 14 years later: “Instrumental Variable Estimation of Nonparametric Models”, Econometrica, 71(5), (September 2003), 1565-1578. The 1989 working paper is often referred to, but hard to find. For the sake of completeness CeMMAP is pleased to publish the 1989 paper.

Suggested Citation

  • Whitney K. Newey & James L. Powell, 2017. "Instrumental variables estimation for nonparametric models," CeMMAP working papers 07/17, Institute for Fiscal Studies.
    • Handle: RePEc:azt:cemmap:07/17
    DOI: 10.1920/wp.cem.2017.0717
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