Instrumental variable estimation in functional linear models
From MaRDI portal
Publication:494183
DOI10.1016/j.jeconom.2015.02.020zbMath1331.62465MaRDI QIDQ494183
Sébastien Van Bellegem, Jean-Pierre Florens
Publication date: 31 August 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://uclouvain.be/cps/ucl/doc/core/documents/coredp2014_56web.pdf
growth; instrumental variable; functional data; penalized least squares; fertility rate; high dimensional model
62P20: Applications of statistics to economics
62G08: Nonparametric regression and quantile regression
Related Items
HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS, Optimal weighting for linear inverse problems, Functional linear regression with functional response
Cites Work
- Unnamed Item
- Unnamed Item
- High dimensional covariance matrix estimation using a factor model
- Inference for functional data with applications
- Nonparametric methods for inference in the presence of instrumental variables
- On singular values of matrices with independent rows
- Methodology and convergence rates for functional linear regression
- Thresholding projection estimators in functional linear models
- Functional data analysis.
- GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
- IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION
- ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
- CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
- Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
- Fertility Choice in a Model of Economic Growth
- Testing the Quantity-Quality Fertility Model: The Use of Twins as a Natural Experiment
- Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
- Instrumental variable estimation with heteroskedasticity and many instruments
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- Consistent Estimation with a Large Number of Weak Instruments
- A model of longevity, fertility and growth
- The practice of non‐parametric estimation by solving inverse problems: the example of transformation models
