The DOI matches its Crossref record.
Instrumental Variable Estimation of Nonparametric Models
Abstract
In econometrics there are many occasions where knowledge of the structural relationship among dependent variables is required to answer questions of interest. This paper gives identification and estimation results for nonparametric conditional moment restrictions. We characterize identification of structural functions as completeness of certain conditional distributions, and give sufficient identification conditions for exponential families and discrete variables. We also give a consistent, nonparametric estimator of the structural function. The estimator is nonparametric two-stage least squares based on series approximation, which overcomes an ill-posed inverse problem by placing bounds on integrals of higher-order derivatives.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
No references could be resolved yet.
Research works printed but not linked: 19
- J. G. Altonji, and R. L. Matzkin (2001 ): "Panel Data Estimators for Nonseparable Models with Endogenous Regressors," NBER Working Paper No. TO267, 2001 . · DOI
- 10.1016/0304-4076(74)90033-5 · DOI · Paper page
- Breiman L., 1985, Journal of the American Statistical Association, 80, 580, 10.1080/01621459.1985.10478157 · DOI · Paper page
- Chen X., 1998, Econometrica, 66, 289, 10.2307/2998559 · DOI · Paper page
- Gallant A. R., 1987, Advances in Econometrics: Fifth World Congress, 145, 10.1017/CCOL0521344301.004 · doi:10.1017/ccol0521344301.004
- Gallant A. R., 1987, Econometrica, 55, 363, 10.2307/1913241 · DOI · Paper page
- 10.1016/0304-4076(91)90022-6 · DOI · Paper page
- 1991, Journal of Econometrics, 65, 205
- G. W. Imbens, and W. K. Newey (2001 ): "Identification and Estimation of Triangular Simultaneous Equations Models without Additivity," Preprint, 2001 . · DOI · Paper page
- Kress R., 1989, Linear Integral Equations, 10.1007/978-3-642-97146-4 · DOI · Paper page
- Lehman E. L., 1959, Testing Statistical Hypotheses
- Malinvaud E., 1980, Statistical Methods of Econometrics
- 10.1214/aos/1017939137 · doi:10.1214/aos/1017939137
- Munkres J. R., 1975, Topology: A First Course
- Newey W. K., 1991, Econometrica, 59, 1161, 10.2307/2938179 · DOI
- 10.1111/1468-0262.00037 · DOI · Paper page
- 10.1214/aos/1034276626 · DOI · Paper page
- O'Sullivan F., 1986, Statistical Science, 4, 503
- Roehrig C. S., 1988, Econometrica, 56, 433, 10.2307/1911080 · DOI · Paper page
Cited by
Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models
Lewbel, A. (2012) · Journal of Business & Economic Statistics · doi:10.1080/07350015.2012.643126 · Cited by 2,712
A review of instrumental variable estimators for Mendelian randomization
Burgess, S., Small, D. S., & Thompson, S. G. (2017) · Statistical Methods in Medical Research · doi:10.1177/0962280215597579 · Cited by 1,764
An IV Model of Quantile Treatment Effects
Chernozhukov, V., & Hansen, C. (2005) · Econometrica · doi:10.1111/j.1468-0262.2005.00570.x · Cited by 988
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
Ai, C., & Chen, X. (2003) · Econometrica · doi:10.1111/1468-0262.00470 · Cited by 726
R&D and Productivity: Estimating Endogenous Productivity
Doraszelski, U., & Jaumandreu, J. (2013) · The Review of Economic Studies · doi:10.1093/restud/rdt011 · Cited by 522
Metadata
- Authors
- Newey, W. K., & Powell, J. L.
- Venue
- Econometrica
- Publisher
- The Econometric Society
- Published
- 2003-09
- Volume
- 71
- Issue
- 5
- Pages
- 1565-1578
- ISSN
- 0012-9682 (ISSN-L)
- 1468-0262
- OpenAlex
- W2045697015
- Cited by
- 881
- References
- 0
- FWCI
- 11.74
- Type
- journal article
- Language
- en
- Open access
- closed
- Licence
- doi.wiley.com/10.1002/tdm_license_1.1 (tdm, 4383 d)
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Instrumental Variable Estimation of Nonparametric Models. https://app.cochat.ai/papers/10.1111/1468-0262.00459
- The paper
- Newey, W. K., & Powell, J. L. (2003). Instrumental Variable Estimation of Nonparametric Models. Econometrica. https://doi.org/10.1111/1468-0262.00459
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
