Cemmap Working Paper (CWP07/17)

Instrumental variables estimation for nonparametric models

Date: 03 February 2017
Publisher: The IFS
DOI: 10.1920/wp.cem.2017.0717

Whitney Newey and James Powell, founding CeMMAP Fellows, wrote an influential paper on instrumental variable estimation of an additive error non-parametrically specified structural equation, presented at the December 1988 North American Winter Meetings of the Econometric Society. A version circulated in 1989 but the results were not published until 14 years later: “Instrumental Variable Estimation of Nonparametric Models”, Econometrica, 71(5), (September 2003), 1565-1578. The 1989 working paper is  often referred to, but hard to find. For the sake of completeness CeMMAP is pleased to publish the 1989 paper.