Instrumental variable estimation in functional linear models

DOI10.1016/J.JECONOM.2015.02.020zbMATH Open1331.62465OpenAlexW2144690121MaRDI QIDQ494183FDOQ494183

Authors: 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

Recommendations

• Functional linear regression with functional response
• Functional coefficient instrumental variables models
• Nonparametric methods for inference in the presence of instrumental variables
• INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
• Ill-posed estimation in high-dimensional models with instrumental variables

zbMATH Keywords

functional datainstrumental variablegrowthpenalized least squaresfertility ratehigh dimensional model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

Cites Work

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• On rate optimality for ill-posed inverse problems in econometrics
• CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
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• On singular values of matrices with independent rows

Cited In (8)

• Instrumental variable estimation for functional concurrent regression models
• Instrumental variable approach to estimating the scalar-on-function regression model with measurement error with application to energy expenditure assessment in childhood obesity
• Honest confidence sets in nonparametric IV regression and other ill-posed models
• Functional linear regression with functional response
• High-Dimensional Mixed-Frequency IV Regression
• Optimal weighting for linear inverse problems
• Title not available (Why is that?)
• A New Perspective in Functional EIV Linear Models: Part II

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