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Citations for "Nonparametric instrumental variables estimation of a quantile regression model"

by Joel Horowitz & Sokbae Lee

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  1. Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics.
  2. Florens, Jean-Pierre & Simon, Guillaume, 2010. "Endogeneity and Instrumental Variables in Dynamic Models," TSE Working Papers 10-178, Toulouse School of Economics (TSE).
  3. Cazals, Catherine & Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2016. "Nonparametric instrumental variables estimation for efficiency frontier," Journal of Econometrics, Elsevier, vol. 190(2), pages 349-359.
  4. Serge Darolles & Jean-Pierre Florens & Yanqin Fan & Eric Renault, 2011. "Nonparametric Instrumental Regression," Post-Print halshs-00677716, HAL.
  5. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
  6. d'Haultfoeuille, Xavier, 2010. "A new instrumental method for dealing with endogenous selection," Journal of Econometrics, Elsevier, vol. 154(1), pages 1-15, January.
  7. Chen, Xiaohong & Reiss, Markus, 2011. "On Rate Optimality For Ill-Posed Inverse Problems In Econometrics," Econometric Theory, Cambridge University Press, vol. 27(03), pages 497-521, June.
  8. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
  9. Fève, Frédérique & Florens, Jean-Pierre, 2014. "Iterative algorithm for non parametric estimation of the instrumental variables quantiles," Economics Letters, Elsevier, vol. 123(3), pages 300-304.
  10. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
  11. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76 Elsevier.
  12. Chen, Xiaohong & Pouzo, Demian, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," Journal of Econometrics, Elsevier, vol. 152(1), pages 46-60, September.
  13. Xiaohong Chen & Demian Pouzo, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Cowles Foundation Discussion Papers 1640R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
  14. Joel Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  15. Chiappori, Pierre-André & Komunjer, Ivana & Kristensen, Dennis, 2015. "Nonparametric identification and estimation of transformation models," Journal of Econometrics, Elsevier, vol. 188(1), pages 22-39.
  16. Joel Horowitz, 2013. "Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter," CeMMAP working papers CWP30/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  17. V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, 05.
  18. Joel Horowitz & Sokbae Lee, 2010. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP19/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  19. Pedro Carneiro & Sokbae Lee, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," CeMMAP working papers CWP01/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  20. 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.
  21. Harding, Matthew & Lamarche, Carlos, 2013. "Penalized Quantile Regression with Semiparametric Correlated Effects: Applications with Heterogeneous Preferences," IZA Discussion Papers 7741, Institute for the Study of Labor (IZA).
  22. Horowitz, Joel L., 2012. "Specification testing in nonparametric instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 167(2), pages 383-396.
  23. Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno, 2014. "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression," Journal of Econometrics, Elsevier, vol. 178(P3), pages 444-455.
  24. 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.
  25. Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999, Cowles Foundation for Research in Economics, Yale University.
  26. Fève, Frédérique & Florens, Jean-Pierre, 2009. "The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models," IDEI Working Papers 615, Institut d'Économie Industrielle (IDEI), Toulouse.
  27. Tae-Hwan Kim & Christophe Muller, 2013. "A Test for Endogeneity in Conditional Quantiles," AMSE Working Papers 1342, Aix-Marseille School of Economics, Marseille, France, revised Aug 2013.
  28. Liu, Chu-An & Tao, Jing, 2016. "Model selection and model averaging in nonparametric instrumental variables models," MPRA Paper 69492, University Library of Munich, Germany.
  29. Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2013. "On the Testability of Identification in Some Nonparametric Models With Endogeneity," Econometrica, Econometric Society, vol. 81(6), pages 2535-2559, November.
  30. Xiaohong Chen* & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," CeMMAP working papers CWP38/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  31. Gagliardini, Patrick & Scaillet, Olivier, 2012. "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 167(1), pages 61-75.
  32. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of nonparametric conditional moment models with possibly nonsmooth moments," CeMMAP working papers CWP12/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  33. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
  34. Chen, Xiaohong & Pouzo, Demian, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Working Papers 38, Yale University, Department of Economics.
  35. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers 1650, Cowles Foundation for Research in Economics, Yale University, revised Oct 2008.
  36. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897RR, Cowles Foundation for Research in Economics, Yale University, revised Nov 2014.
  37. Xiaohong Chen & Demian Pouzo, 2008. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP09/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  38. Joachim Freyberger & Joel Horowitz, 2013. "Identification and shape restrictions in nonparametric instrumental variables estimation," CeMMAP working papers CWP31/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  39. Kaspar Wüthrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
  40. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897, Cowles Foundation for Research in Economics, Yale University.
  41. Fabian Dunker, 2015. "Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 192, Courant Research Centre PEG.
  42. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
  43. Xiaohong Chen & Demian Pouzo, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP20/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  44. Florens, Jean-Pierre & Simon, Guillaume, 2010. "Endogeneity and Instrumental Variables in Dynamic Models," IDEI Working Papers 624, Institut d'Économie Industrielle (IDEI), Toulouse.
  45. Jia-Young Michael Fu & Joel Horowitz & Matthias Parey, 2015. "Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions," CeMMAP working papers CWP68/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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