IDEAS home Printed from https://ideas.repec.org/p/ifs/cemmap/07-17.html
   My bibliography  Save this paper

Instrumental variables estimation for nonparametric models

Author

Listed:
  • Whitney K. Newey

    (Institute for Fiscal Studies and MIT)

  • James L. Powell

    (Institute for Fiscal Studies and University of California, Berkeley)

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 CWP07/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Handle: RePEc:ifs:cemmap:07/17
    as

    Download full text from publisher

    File URL: https://www.ifs.org.uk/uploads/cemmap/wps/cwp071717.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    More about this item

    Keywords

    Instrumental variables estimation for nonparametric models;

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ifs:cemmap:07/17. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Emma Hyman (email available below). General contact details of provider: https://edirc.repec.org/data/cmifsuk.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.