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(2003): Semiparametric Instrumental Variable Estimation of Treatment Response Models, Journal of Econometrics, 113, 231--263

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Nonparametric "rich covariates" without saturation

econ.EM · 2025-05-27 · conditional · novelty 6.0

Estimating E[z|c] nonparametrically and either residualizing the instrument or adding it as a control guarantees the rich-covariates condition and yields √n-consistent causal complier-weighted estimates.

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  • Nonparametric "rich covariates" without saturation econ.EM · 2025-05-27 · conditional · none · ref 1

    Estimating E[z|c] nonparametrically and either residualizing the instrument or adding it as a control guarantees the rich-covariates condition and yields √n-consistent causal complier-weighted estimates.