IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION

DOI10.1017/S026646661000037XzbMath1218.62030MaRDI QIDQ3021618

Jan Johannes, Sébastien Van Bellegem, Jean-Pierre Florens

Publication date: 26 July 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

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