Instrumental variables estimation for nonparametric models

Whitney Newey and James Powell

No CWP07/17, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: Whitney Newey and James Powell, founding CeMMAP Fellows, wrote an influential paper on instrumental variable estimation of an additive error non-parametrically specified structural equation, presented at the December 1988 North American Winter Meetings of the Econometric Society. A version circulated in 1989 but the results were not published until 14 years later: “Instrumental Variable Estimation of Nonparametric Models”, Econometrica, 71(5), (September 2003), 1565-1578. The 1989 working paper is often referred to, but hard to find. For the sake of completeness CeMMAP is pleased to publish the 1989 paper.

Keywords: Instrumental; variables; estimation; for; nonparametric; models (search for similar items in EconPapers)
Date: 2017-02-03
New Economics Papers: this item is included in nep-ecm
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Working Paper: Instrumental variables estimation for nonparametric models (2017)
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