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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 meth...
Weak Instrumental Variables Models for Longitudinal Data
Longitudinal Data Nearly Weak Instruments Panel Data Weak Instruments Within-group TSLS Estimator
2011/4/1
This paper considers the estimation and testing of a within-group two-stage least squares (TSLS) estimator for instruments with varying degrees of weakness in a longitudinal (panel) Data model. We sho...
Weak Instrumental Variables Models for Longitudinal Data
Weak Instrumental Variables asymp-totic consistency limiting distribution
2011/4/2
In this paper, we study a weak instrumental variables model for longitudinal data. A two stage least-squares estimator (the instrumental variables estimator) is presented. We show that the asymp-totic...
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models
Discontinuity Divergence Endogenous variables Functional coefficient model Weak instrumental variables Local linear fitting Simultaneous equations
2011/4/6
In this paper, we consider a simultaneous equations model under a functional coefficient representation for the structural equation of interest and adopt the local-to-zero assumptions as in Staiger an...
Effient Estimation of Partially Varying Coefficient Instrumental Variables Models
Endogenous variables Functional-coefficient models Instrumental variables Local linear fitting Nonparametric smoothing Simultaneous equations
2011/4/6
We study a new class of semiparametric instrumental variables models with the structural function represented by a partially varying coefficient functional form. Under this representation, the models ...