Estimating derivatives of function-valued parameters in a class of moment condition models

DOI10.1016/j.jeconom.2019.11.004zbMath1456.62305arXiv1610.09363OpenAlexW2995469605WikidataQ126619508 ScholiaQ126619508MaRDI QIDQ2190207

Christoph Rothe, Dominik Wied

Publication date: 18 June 2020

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

Full work available at URL: https://arxiv.org/abs/1610.09363

zbMATH Keywords

quantile regressionlocal linear smoothingconditional density estimationdistribution regressionquantile partial effects

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Auctions, bargaining, bidding and selling, and other market models (91B26)

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