Direct instrumental nonparametric estimation of inverse regression functions

DOI10.1016/J.JECONOM.2017.07.001zbMATH Open1391.62060OpenAlexW2740045768MaRDI QIDQ2405906FDOQ2405906

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

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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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