arXiv 2 Apr 2023 · Econometrics · 3 citations (OpenAlex)
arXiv:2304.00626 · PDF · DOI · OpenAlex · Extracted main text
We study identification and estimation of endogenous linear and nonlinear regression models without excluded instrumental variables, based on the standard mean independence condition and a nonlinear relevance condition. Based on the identification results, we propose two semiparametric estimators as well as a discretization-based estimator that does not require any nonparametric regressions. We establish their asymptotic normality and demonstrate via simulations their robust finite-sample performances with respect to exclusion restrictions violations and endogeneity. Our approach is applied to study the returns to education, and to test the direct effects of college proximity indicators as well as family background variables on the outcome.
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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 | Card, D (1993) Using geographic variation in college proximity to estimate the return to schooling | 0.874 | 7 | 2 | 100% |
| 2 | Chernozhukov, V. and C. Hansen (2005) An IV model of quantile treatment effects | 0.737 | 3 | 2 | 100% |
| 3 | Andrews, D. W. and X. Shi (2013) Inference based on conditional moment inequalities | 0.644 | 2 | 2 | 100% |
| 4 | Chamberlain, G (1987) Asymptotic Efficiency in Estimation with Conditional Moment Restriction | 0.644 | 2 | 2 | 100% |
| 5 | Imbens, G. W. and J. D. Angrist (1994) Identification and estimation of local average treatment effects | 0.644 | 2 | 2 | 100% |
| 6 | Newey, W. K (1990) Efficient instrumental variables estimation of nonlinear models | 0.644 | 2 | 2 | 100% |
| 7 | Robinson, P. M (1988) Root-N-consistent semiparametric regression | 0.585 | 3 | 1 | 100% |
| 8 | Newey, K. and D. McFadden (1994) Large sample estimation and hypothesis testing | 0.511 | 3 | 2 | 33% |
| 9 | Ambrosetti, A. and G. Prodi (1995) A primer of nonlinear analysis | 0.511 | 2 | 2 | 50% |
| 10 | Escanciano, J. C (2018) A simple and robust estimator for linear regression models with strictly exogenous instruments | 0.511 | 2 | 1 | 100% |
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