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NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION
Published online by Cambridge University Press: 14 March 2017
Abstract
This paper investigates whether there can exist regular estimators in models characterized by nonparametric instrumental variable (NPIV). We show by a number of examples that regular estimation is impossible in general for nonlinear functionals.
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- Copyright © Cambridge University Press 2017
Footnotes
We acknowledge helpful comments by anonymous referees. We are particularly grateful to the Editor and a Co-Editor for their considerable input.