IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION

DOI10.1017/S026646661000037XzbMath1218.62030OpenAlexW2265979617MaRDI QIDQ3021618

Jan Johannes, Sébastien Van Bellegem, Jean-Pierre Florens

Publication date: 26 July 2011

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026646661000037x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites Work

• Instrumental variables estimators of nonparametric models with discrete endogenous regressors
• Nonparametric methods for inference in the presence of instrumental variables
• Regularization with differential operators. I: General theory
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy
• Statistical Inverse Estimation in Hilbert Scales
• An IV Model of Quantile Treatment Effects
• A Non-Parametric Test of Exogeneity
• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Nonparametric Estimation of Nonadditive Random Functions
• Instrumental Variable Estimation of Nonparametric Models

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