Closed-form estimation and uniform inference in additively separable triangular models with a nonseparable first stage
非可分第一阶段下加性可分三角模型的闭式估计与一致推断
This paper studies the nonparametric identification and estimation of additively separable triangular models with continuous endogenous and instrumental variables, allowing for a nonseparable first-stage equation. Under the independence of instrumental variables and unobservables, we show that the outcome function possesses a closed-form expression as a functional of conditional cumulative distribution functions. The resulting plug-in estimators require no regularization and…