Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter

DOI10.1016/j.jeconom.2014.03.006zbMath1293.62074OpenAlexW2142437188MaRDI QIDQ2451771

Joel L. 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

zbMATH Keywords

regularizationnonparametric estimationseries estimationill-posed inverse problem

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Additive nonparametric instrumental regressions: a guide to implementation, Simple adaptive estimation of quadratic functionals in nonparametric IV models, Optimal weighting for linear inverse problems, ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION, REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS, Sieve estimation of option-implied state price density, Adaptive estimation for some nonparametric instrumental variable models with full independence, INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS

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