In this paper, we propose an instrumental variable approach to constructing confidence sets (CS's) for the true parameter in models defined by conditional moment inequalities/equalities. We show that by properly choosing instrument functions, one can transform conditional moment inequalities/...
In this paper, we propose an instrumental variable approach to constructing confidence sets (CS's) for the true parameter in models defined by conditional ... DWK Andrews,X Shi - Cowles Foundation for Research in Economics, Yale University 被引量: 403发表: 2011年 A Practical Two‐Step Method...
instrumental variable estimation in the presence of many moment conditions, estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments, moment-based estimation of smooth transition regression models with endogenous variables, a consistent nonparametri...
In this paper, we propose an instrumental variable approach to constructing confidence sets (CS's) for the true parameter in models defined by conditional moment inequalities/equalities. We show that by properly choosing instrument functions, one can transform conditional moment inequalities/equalities ...