Nonparametric instrumental variables estimation: theory and applications

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Papers

Horowitz, J. L. (2010) Applied nonparametric estimation, manuscript [Session 1]

Hall, P. and J.L. Horowitz (2005). Nonparametric methods for inference in the presence of instrumental variables, Annals of Statistics, 2904-2929. [Session 2]

Blundell, R., X. Chen, and D. Christensen (2007). Seminonparametric IV estimation of shape invariant Engel curves, Econometrica, 75, 1613-1669. [Session 2]

Horowitz, J.L. and S. Lee (2009). Uniform confidence bands for functions estimated nonparametrically with instrumental variables, Cemmap working paper no. cwp 18/09. [Session 3]

Horowitz, J.L. (2006). Testing a parametric model against a nonparametric alternative with identification through instrumental variables, Econometrica, 74, 521-538. [Session 4]

Blundell, R. and J.L. Horowitz (2007). A nonparametric test of exogeneity, Review of Economic Studies, 74, 1035-1058. [Session 5]

Horowitz, J.L. (2009). Specification testing in nonparametric instrumental variables estimation, Journal of Econometrics, forthcoming. [Sessions 2 and 5]

Horowitz, J.L. and S. Lee (2009). Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative, Journal of Econometrics, 152, 141-152. [Session 6]

Chesher, A. (2004). Identification in additive error models with discrete endogenous variables, Cemmap working paper cwp 11/04. [Session 6]

Manski, C.F. and J. V. Pepper, Monotone instrumental variables, Econometrica, 68, 997-1-1-. [Session 6]