Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide
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- Xiaohong Chen & Yin Jia Jeff Qiu, 2016. "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 259-290, October.
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More about this item
Keywords
Conditional moment restrictions containing unknown functions; (Quantile) Instrumental variables; Linear and nonlinear functionals; Sieve minimum distance; Sieve GMM; Sieve Wald; QLR; Bootstrap; Semiparametric two-step GMM; Numerical equivalence;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2016-04-09 (Econometrics)
- NEP-ECM-2016-04-16 (Econometrics)
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