Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
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Publication:2451771
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Cites work
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 936298 (Why is no real title available?)
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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
- Additive nonparametric instrumental regressions: a guide to implementation
- Simple adaptive estimation of quadratic functionals in nonparametric IV models
- 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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