Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
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Publication:2859056
DOI10.3982/ECTA7888zbMath1274.62232OpenAlexW3122158410MaRDI QIDQ2859056
Publication date: 6 November 2013
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta7888
modulus of continuityconvergence ratepenalized sieve minimum distancenonlinear ill-posed inversenonparametric additive quantile IVquantile IV Engel curves
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)
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