Robust and optimal estimation for partially linear instrumental variables models with partial identification
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DOI: 10.1016/j.jeconom.2020.05.012
Abstract: Abstract This paper studies robust and optimal estimation of the slope coefficients in a partially linear instrumental variables model with nonparametric partial identification. We establish the root-n asymptotic normality of a penalized sieve minimum distance… read more here.
Keywords: partial identification; robust optimal; identification; slope coefficients ... See more keywords