Instrumental regression in partially linear models

DOI10.1111/j.1368-423X.2011.00358.xMaRDI QIDQ5093188

Sébastien Van Bellegem, Jan Johannes, Jean-Pierre Florens

Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

endogeneityTikhonov regularizationinstrumental variablespartially linear modelsemi-parametric regressionill-posed inverse problemroot-\(n\) consistent estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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