Iterative regularisation in nonparametric instrumental regression

DOI10.1016/J.JSPI.2012.07.010MaRDI QIDQ715582zbMATH OpenOpenAlexFDO

Authors Jan Johannes, Sébastien Van Bellegem, Anne Vanhems

Publication date 30 October 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.07.010

zbMATH Keywords

nonparametric estimationinstrumental variablesiterative methodill-posed inverse problemestimation by projection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05)

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Cited in

(14)

• Nonparametric instrumental regression with two-way fixed effects
• Nonparametric instrumental regression with non-convex constraints
• Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
• Nonparametric instrumental variable derivative estimation
• Posterior consistency of nonparametric conditional moment restricted models
• Regularized LIML for many instruments
• Tikhonov regularization for nonparametric instrumental variable estimators
• Additive nonparametric instrumental regressions: a guide to implementation
• Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
• On rate optimality for ill-posed inverse problems in econometrics
• On ill-posedness of nonparametric instrumental variable regression with convexity constraints
• Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring
• Adaptive estimation for some nonparametric instrumental variable models with full independence
• scientific article; zbMATH DE number 3874463 (Why is no real title available?)

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