Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/49869
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dc.contributor.authorHu, Yingyaoen_US
dc.contributor.authorShiu, Ji-liangen_US
dc.date.accessioned2011-06-17en_US
dc.date.accessioned2011-09-27T15:21:04Z-
dc.date.available2011-09-27T15:21:04Z-
dc.date.issued2011en_US
dc.identifier.urihttp://hdl.handle.net/10419/49869-
dc.description.abstractThis paper provides sufficient conditions for the nonparametric identification of the regression function m(.) in a regression model with an endogenous regressor x and an instrumental variable z. It has been shown that the identification of the regression function from the conditional expectation of the dependent variable on the instrument relies on the completeness of the distribution of the endogenous regressor conditional on the instrument, i.e., f(x|z). We provide sufficient conditions for the completeness of f(x|z) without imposing a specific functional form, such as the exponential family. We show that if the conditional density f(x|z) coincides with an existing complete density at a limit point in the support of z, then f(x|z) itself is complete, and therefore, the regression function m(.) is nonparametrically identified. We use this general result provide specific sufficient conditions for completeness in three different specifications of the relationship between the endogenous regressor x and the instrumental variable z.en_US
dc.language.isoengen_US
dc.publisher|aJohns Hopkins Univ., Dep. of Economics |cBaltimore, Md.en_US
dc.relation.ispartofseries|aWorking papers // the Johns Hopkins University, Department of Economics |x581en_US
dc.subject.ddc330en_US
dc.subject.keywordnonparametric identificationen_US
dc.subject.keywordinstrumental variableen_US
dc.subject.keywordcompletenessen_US
dc.subject.keywordendo-geneity.en_US
dc.titleNonparametric identification using instrumental variables: Sufficient conditions for completenessen_US
dc.typeWorking Paperen_US
dc.identifier.ppn662358791en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US

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