Nonparametric Instrumental Variables Estimation
回顾了非参数工具变量（NPIV）的识别结果，介绍了一种简单的估计量和推断方法，并展示了工具变量强度如何影响对条件矩限制中非线性关系的发现能力。
In many economic models, objects of interest are functions which satisfy conditional moment restrictions. Economics does not restrict the functional form of these models, motivating nonparametric methods. In this paper we review identification results and describe a simple nonparametric instrumental variables (NPIV) estimator. We also consider a simple method of inference. In addition we show how the ability to uncover nonlinearities with conditional moment restrictions is related to the strength of the instruments. We point to applications where important nonlinearities can be found with NPIV and applications where they cannot.