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This paper develops semiparametric methods for estimation and inference of widely used inequality measures when survey data are subject to nonignorable nonresponse, a challenging setting in which response probabilities depend on the…

Econometrics · Economics 2026-01-16 Xinyu Wang , Chunlin Wang , Tao Yu , Pengfei Li

Models with a discrete endogenous variable are typically underidentified when the instrument takes on too few values. This paper presents a new method that matches pairs of covariates and instruments to restore point identification in this…

Econometrics · Economics 2020-07-28 Junlong Feng

Instruments can be used to identify causal effects in the presence of unobserved confounding, under the famous relevance and exogeneity (unconfoundedness and exclusion) assumptions. As exogeneity is difficult to justify and to some degree…

Econometrics · Economics 2023-08-29 Christian Tien

We consider two nonparametric approaches to ensure that linear instrumental variables estimators satisfy the rich-covariates condition emphasized by Blandhol et al. (2025), even when the instrument is not unconditionally randomly assigned…

Econometrics · Economics 2025-07-24 Ludgero Glorias , Federico Martellosio , J. M. C. Santos Silva

Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

Methodology · Statistics 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

This paper considers a general class of nonparametric time series regression models where the regression function can be time-dependent. We establish an asymptotic theory for estimates of the time-varying regression functions. For this…

Statistics Theory · Mathematics 2015-03-19 Ting Zhang , Wei Biao Wu

Many imputation methods are based on statistical models that assume that the variable of interest is a noisy observation of a function of the auxiliary variables or covariates. Misspecification of this model may lead to severe errors in…

Methodology · Statistics 2022-02-09 Caren Hasler , Radu V. Craiu

This paper proposes an estimator that relaxes the conventional relevance condition in instrumental variable (IV) analyses. The method allows endogenous covariates to be weakly correlated, uncorrelated, or even mean-independent -- though not…

Econometrics · Economics 2025-11-04 Emmanuel Selorm Tsyawo , Abdul-Nasah Soale

Nonignorable missing data, where the probability of missingness depends on unobserved values, presents a significant challenge in statistical analysis. Traditional methods often rely on strong parametric assumptions that are difficult to…

Methodology · Statistics 2025-09-19 Yujie Zhao

This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…

Econometrics · Economics 2019-09-24 Christoph Breunig

We consider an empirical likelihood inference for parameters defined by general estimating equations when some components of the random observations are subject to missingness. As the nature of the estimating equations is wide-ranging, we…

Statistics Theory · Mathematics 2009-03-05 Dong Wang , Song Xi Chen

Single index model is a powerful yet simple model, widely used in statistics, machine learning, and other scientific fields. It models the regression function as $g(<a,x>)$, where a is an unknown index vector and x are the features. This…

Statistics Theory · Mathematics 2020-12-08 Zeljko Kereta , Timo Klock , Valeriya Naumova

Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…

Econometrics · Economics 2022-04-18 Shuowen Chen

For binary outcome models, an endogeneity correction based on nonlinear rank-based transformations is proposed. Identification without external instruments is achieved under one of two assumptions: either the endogenous regressor is a…

Econometrics · Economics 2025-05-06 Alexander Mayer , Dominik Wied

This paper considers (partial) identification of a variety of counterfactual parameters in binary response models with possibly endogenous regressors. Our framework allows for nonseparable index functions with multi-dimensional latent…

Econometrics · Economics 2022-07-26 Jiaying Gu , Thomas M. Russell

Single-index models or time-to-event models are frequently applied in empirical research. These models are non-identifiable in presence of unknown (dependent) censoring or competing risks and do not give informative results in empirical…

Methodology · Statistics 2026-03-25 Jia-Han Shih , Simon M. S. Lo , Ralf A. Wilke

We study the identification and estimation of treatment effect parameters in weakly separable models. In their seminal work, Vytlacil and Yildiz (2007) showed how to identify and estimate the average treatment effect of a dummy endogenous…

Econometrics · Economics 2020-04-06 Songnian Chen , Shakeeb Khan , Xun Tang

We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Danil Prokhorov , Cees van Leeuwen

Homophily based on observables is widespread in networks. Therefore, homophily based on unobservables (fixed effects) is also likely to be an important determinant of the interaction outcomes. Failing to properly account for latent…

Econometrics · Economics 2026-02-09 Andrei Zeleneev

We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…

Methodology · Statistics 2024-03-28 Christoph Schultheiss , Peter Bühlmann