Keita Sunada
arXiv 23 Aug 2026 · Econometrics
arXiv:2608.22605 · PDF · Extracted main text
This paper studies the nonparametric identification and estimation of additively separable triangular models with continuous endogenous and instrumental variables, allowing for a nonseparable first-stage equation. Under the independence of instrumental variables and unobservables, we show that the outcome function possesses a closed-form expression as a functional of conditional cumulative distribution functions. The resulting plug-in estimators require no regularization and converge at the rate $n^{-m/(2m+1)}$, where $m$ is the order of smoothness the model imposes. Also, no estimator of the outcome function converges faster. We use the empirical bootstrap to construct a uniform confidence band that covers the outcome function at every point of a compact set simultaneously.
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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 | Newey, Whitney K, Powell, James L, Vella, Francis (1999) Nonparametric estimation of triangular simultaneous equations models | 1.000 | 5 | 4 | 100% |
| 2 | Chiappori, Pierre-André, Komunjer, Ivana, Kristensen, Dennis (2015) Nonparametric identification and estimation of transformation models | 0.928 | 5 | 3 | 80% |
| 3 | Torgovitsky, Alexander (2015) Identification of nonseparable models using instruments with small support | 0.874 | 10 | 2 | 100% |
| 4 | Chernozhukov, Victor, Chetverikov, Denis, Kato, Kengo (2014) Anti-concentration and honest, adaptive confidence bands | 0.763 | 6 | 2 | 67% |
| 5 | Février, Philippe (2015) Identification of nonseparable triangular models with discrete instruments | 0.737 | 3 | 2 | 100% |
| 6 | Horowitz, Joel L., Lee, Sokbae (2012) Uniform confidence bands for functions estimated nonparametrically with instrumental variables | 0.737 | 3 | 2 | 100% |
| 7 | Imbens, Guido W, Newey, Whitney K (2009) Identification and estimation of triangular simultaneous equations models without additivity | 0.737 | 3 | 2 | 100% |
| 8 | Chen, Xiaohong, Christensen, Timothy M (2018) Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression | 0.644 | 2 | 2 | 100% |
| 9 | Chen, Xiaohong, Christensen, Timothy, Kankanala, Sid (2025) Adaptive estimation and uniform confidence bands for nonparametric structural functions and elasticities | 0.644 | 2 | 2 | 100% |
| 10 | Torgovitsky, Alexander (2017) Minimum distance from independence estimation of nonseparable instrumental variables models | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 27 scored citations.