Direct instrumental nonparametric estimation of inverse regression functions

DOI10.1016/J.JECONOM.2017.07.001MaRDI QIDQ2405906zbMATH OpenOpenAlexFDO

Authors Jerome M. Krief

Publication date 28 September 2017

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2017.07.001

zbMATH Keywords

Tikhonov regularizationnonseparable regressionquantile regression with measurement errorregression with transformationstatistical calibration

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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Cited in

(3)

• A two-stage hybrid procedure for estimating an inverse regression function
• Minimax analysis for inverse risk in nonparametric planer invertible regression
• On rate optimality for ill-posed inverse problems in econometrics

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