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dc.contributor.authorHu, Yingyaoen
dc.contributor.authorShiu, Ji-liangen
dc.date.accessioned2011-06-17-
dc.date.accessioned2011-09-27T15:21:04Z-
dc.date.available2011-09-27T15:21:04Z-
dc.date.issued2011-
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
dc.language.isoengen
dc.publisher|aThe Johns Hopkins University, Department of Economics |cBaltimore, MDen
dc.relation.ispartofseries|aWorking Paper |x581en
dc.subject.ddc330en
dc.subject.keywordnonparametric identificationen
dc.subject.keywordinstrumental variableen
dc.subject.keywordcompletenessen
dc.subject.keywordendo-geneity.en
dc.titleNonparametric identification using instrumental variables: Sufficient conditions for completeness-
dc.typeWorking Paperen
dc.identifier.ppn662358791en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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