Nonparametric methods for inference in the presence of instrumental variables

DOI10.1214/009053605000000714zbMath1084.62033arXivmath/0603130OpenAlexW2053397141MaRDI QIDQ817999

Joel L. Horowitz

Publication date: 23 March 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603130

zbMATH Keywords

smoothingeigenvalueMonte Carlooptimalitykernel methodlinear operatorbandwithendogenous variableexogeneous variable

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

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• Instrumental Variable Estimation of Nonparametric Models

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