Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (Q2330745): Difference between revisions

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Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
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    Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (English)
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    23 October 2019
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    nonparametric quantile instrumental variables
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    weighted average derivatives
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    penalized sieve generalized empirical likelihood
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    semiparametric efficiency
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    chi-square inference
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