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We introduce two data-driven procedures for optimal estimation and inference in nonparametric models using instrumental variables.
A note on the condition numbers of the b-spline bases
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Additive Regression and Other Nonparametric Models
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Asymptotic optimality for C p {C}_{p} , C L {C}_{L} , cross-validation and generalized cross-validation: Discrete index set
Li, K.-C. (1987) · 1987
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Root-n-consistent semiparametric regression
Robinson, P. M. (1988) · 1988
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Interpolation of Besov spaces
DeVore, R. A. and V. A. Popov (1988) · 1988
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Wavelets on the interval and fast wavelet transforms
Cohen, A., I. Daubechies, and P. Vial (1993) · 1993
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Constructive approximation
DeVore, R. A. and G. G. Lorentz (1993) · 1993
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On nonparametric confidence intervals
Low, M. G. (1997) · 1997
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New upper bound for the b-spline basis condition number: Ii. a proof of de boor’s 2k-conjecture
Scherer, K. and A. Shadrin (1999) · 1999
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Adaptive confidence interval for pointwise curve estimation
Picard, D. and K. Tribouley (2000) · 2000
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Efficient estimation of models with conditional moment restrictions containing unknown functions
Ai, C. and X. Chen (2003) · 2003
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The impact of trade on intra-industry reallocations and aggregate industry productivity
Melitz, M. J. (2003) · 2003
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Instrumental variable estimation of nonparametric models
Newey, W. K. and J. L. Powell (2003) · 2003
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Local asymptotics for polynomial spline regression
Huang, J. Z. (2003) · 2003
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Nonparametric methods for inference in the presence of instrumental variables
Hall, P. and J. L. Horowitz (2005) · 2005
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Adaptive, rate-optimal testing in instrumental variables models
Breunig, C. and X. Chen (2020) · 2006
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Semi-nonparametric IV estimation of shape-invariant Engel curves
Blundell, R., X. Chen, and D. Kristensen (2007) · 2007
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Semi-nonparametric IV estimation of shape-invariant Engel curves
Blundell, R., X. Chen, and D. Kristensen (2007) · 2007
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Distorted gravity: The intensive and extensive margins of international trade
Chaney, T. (2008) · 2008
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Confidence bands in density estimation
Giné, E. and R. Nickl (2010) · 2010
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Copulas and temporal dependence
Beare, B. K. (2010) · 2010
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On rate optimality for ill-posed inverse problems in econometrics
Chen, X. and M. Reiss (2011) · 2011
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Nonparametric instrumental regression
Darolles, S., Y. Fan, J.-P. Florens, and E. Renault (2011) · 2011
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An anatomy of international trade: Evidence from french firms
Eaton, J., S. Kortum, and F. Kramarz (2011) · 2011
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Applied nonparametric instrumental variables estimation
Horowitz, J. L. (2011) · 2011
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Nonparametric counterfactual predictions in neoclassical models of international trade
Adao, R., A. Costinot, and D. Donaldson (2017) · 2017
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Examples of L2-complete and boundedly-complete distributions
Andrews, D. W. (2017) · 2017
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Earnings and consumption dynamics: A nonlinear panel data framework
Arellano, M., R. Blundell, and S. Bonhomme (2017) · 2017
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Nonparametric estimation of a nonseparable demand function under the slutsky inequality restriction
Blundell, R., J. Horowitz, and M. Parey (2017) · 2017
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Nonparametric instrumental variable estimation under monotonicity
Chetverikov, D. and D. Wilhelm (2017) · 2017
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Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
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Bull, A. D. (2012) · 2012
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Uniform confidence bands for functions estimated nonparametrically with instrumental variables
Horowitz, J. L. and S. Lee (2012) · 2012
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Identification in differentiated products markets using market level data
Berry, S. T. and P. A. Haile (2014) · 2014
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Anti-concentration and honest, adaptive confidence bands
Chernozhukov, V., D. Chetverikov, and K. Kato (2014) · 2014
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Welfare and trade without Pareto
Head, K., T. Mayer, and M. Thoenig (2014) · 2014
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Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter
Horowitz, J. L. (2014) · 2014
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Chen, X. and T. M. Christensen (2018) · 2018
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Identifying causal effects with proxy variables of an unmeasured confounder
Miao, W., Z. Geng, and E. J. Tchetgen Tchetgen (2018) · 2018
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Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
Chen, X. and T. M. Christensen (2018) · 2018
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Inference under shape restrictions
Freyberger, J. and B. Reeves (2019) · 2019
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Bootstrap tuning in Gaussian ordered model selection
Spokoiny, V. and N. Willrich (2019) · 2019
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Aggregate implications of firm heterogeneity: A nonparametric analysis of monopolistic competition trade models
Adao, R., C. Arkolakis, and S. Ganapati (2020) · 2020
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Honest confidence sets in nonparametric IV regression and other ill-posed models
Babii, A. (2020) · 2020
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Adaptation bounds for confidence bands under self-similarity
Armstrong, T. B. (2021) · 2021
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Simple adaptive estimation of quadratic functionals in nonparametric iv models
Breunig, C. and X. Chen (2021) · 2021
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Chen, X. and Z. Qi (2022) · 2022
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On instrumental variable regression for deep offline policy evaluation
Chen, Y., L. Xu, C. Gulcehre, T. L. Paine, A. Gretton, N. De Freitas, and A. Doucet (2022) · 2022
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Market counterfactuals and the specification of multiproduct demand: A nonparametric approach
Compiani, G. (2022) · 2022
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Chen, X., T. Christensen, and S. Kankanala (2022) · 2022
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Constrained conditional moment restriction models
Chernozhukov, V., W. K. Newey, and A. Santos (2023) · 2023
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