Instrumental Variable Estimation of Nonparametric Models
研究非参数条件矩限制的识别与估计，将结构函数的识别刻画为条件分布的完备性，并给出基于级数逼近的非参数两阶段最小二乘估计量，解决不适定逆问题。
In econometrics there are many occasions where knowledge of the structural relationship among dependent variables is required to answer questions of interest. This paper gives identification and estimation results for nonparametric conditional moment restrictions. We characterize identification of structural functions as completeness of certain conditional distributions, and give sufficient identification conditions for exponential families and discrete variables. We also give a consistent, nonparametric estimator of the structural function. The estimator is nonparametric two-stage least squares based on series approximation, which overcomes an ill-posed inverse problem by placing bounds on integrals of higher-order derivatives.