arXiv 4 Jan 2019 · Econometrics · 2 citations (OpenAlex)
arXiv:1901.01241 · PDF · DOI · OpenAlex · Extracted main text
Nonparametric Instrumental Variables (NPIV) analysis is based on a conditional moment restriction. We show that if this moment condition is even slightly misspecified, say because instruments are not quite valid, then NPIV estimates can be subject to substantial asymptotic error and the identified set under a relaxed moment condition may be large. Imposing strong a priori smoothness restrictions mitigates the problem but induces bias if the restrictions are too strong. In order to manage this trade-off we develop a methods for empirical sensitivity analysis and apply them to the consumer demand data previously analyzed in Blundell (2007) and Horowitz (2011).
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Blundell, Richard, Chen, Xiaohong, & Kristensen, Dennis (2007) Semi-nonparametric IV estimation of shape-invariant Engel curves | 1.000 | 12 | 4 | 100% |
| 2 | Newey, Whitney K., & Powell, James L (2003) Instrumental Variable Estimation of Nonparametric Models | 0.874 | 6 | 2 | 100% |
| 3 | Horowitz, Joel L (2011) Applied nonparametric instrumental variables estimation | 0.847 | 28 | 4 | 61% |
| 4 | Chen, Xiaohong, & Christensen, Timothy M (2018) Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression | 0.843 | 4 | 3 | 75% |
| 5 | Darolles, Serge, Fan, Yanqin, Florens, Jean-Pierre, & Renault, Eric (2011) Nonparametric Instrumental Regression | 0.843 | 5 | 3 | 60% |
| 6 | Ai, Chunrong, & Chen, Xiaohong (2003) Efficient estimation of models with conditional moment restrictions containing unknown functions | 0.811 | 4 | 2 | 100% |
| 7 | Masten, Matthew A., & Poirier, Alexandre (2018) Identification of Treatment Effects under Conditional Partial Independence | 0.811 | 4 | 2 | 100% |
| 8 | Kress, Rainer (2014) Linear Integral Equations | 0.644 | 5 | 2 | 40% |
| 9 | Altonji, Joseph G., Elder, Todd E., & Taber, Christopher R (2005) Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools | 0.644 | 2 | 2 | 100% |
| 10 | Hall, Peter, & Horowitz, Joel L (2005) Nonparametric methods for inference in the presence of instrumental variables | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 39 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Inference on Strongly Identified Functionals of Weakly Identified Functions | 0.405 | 1 | 1 |