Nonparametric Instrumental Variables Estimation

S-Tier
Journal: American Economic Review
Year: 2013
Volume: 103
Issue: 3
Pages: 550-56

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In many economic models, objects of interest are functions which satisfy conditional moment restrictions. Economics does not restrict the functional form of these models, motivating nonparametric methods. In this paper we review identification results and describe a simple nonparametric instrumental variables (NPIV) estimator. We also consider a simple method of inference. In addition we show how the ability to uncover nonlinearities with conditional moment restrictions is related to the strength of the instruments. We point to applications where important nonlinearities can be found with NPIV and applications where they cannot.

Technical Details

RePEc Handle
repec:aea:aecrev:v:103:y:2013:i:3:p:550-56
Journal Field
General
Author Count
1
Added to Database
2026-01-26