Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
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Publication:2451771
DOI10.1016/J.JECONOM.2014.03.006zbMATH Open1293.62074OpenAlexW2142437188MaRDI QIDQ2451771FDOQ2451771
Authors: Joel Horowitz 
Publication date: 4 June 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.03.006
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Cites Work
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Cited In (9)
- Iterative regularisation in nonparametric instrumental regression
- Adaptive estimation of functionals in nonparametric instrumental regression
- Sieve estimation of option-implied state price density
- Simple adaptive estimation of quadratic functionals in nonparametric IV models
- Additive nonparametric instrumental regressions: a guide to implementation
- Optimal weighting for linear inverse problems
- Inference in nonparametric series estimation with specification searches for the number of series terms
- Adaptive estimation for some nonparametric instrumental variable models with full independence
- Regularizing priors for linear inverse problems
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