NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION

Jinyong Hahn and Zhipeng Liao

Econometric Theory, 2018, vol. 34, issue 3, 574-597

Abstract: This paper investigates whether there can exist regular estimators in models characterized by nonparametric instrumental variable (NPIV). We show by a number of examples that regular estimation is impossible in general for nonlinear functionals.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:34:y:2018:i:03:p:574-597_00

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