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NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS

NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS

This paper provides sufficient conditions for the nonparametric identification of the regression function $m\left( \cdot \right)$ in a regression model with an endogenous regressor x and an instrumental variable z . It has been shown that the identification of the regression function from the conditional expectation of the dependent variable …