Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
DOI10.1016/J.JECONOM.2012.05.016zbMATH Open1443.62094OpenAlexW2156020127MaRDI QIDQ528060FDOQ528060
Authors: Anna Simoni, Jean-Pierre Florens 
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://idei.fr/sites/default/files/medias/doc/wp/2010/wp_idei_622.pdf
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nonparametric estimationTikhonov regularizationposterior distributionposterior consistencyinstrumental regression
Bayesian inference (62F15) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
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Cited In (14)
- ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION
- On frequentist coverage errors of Bayesian credible sets in moderately high dimensions
- On oracle property and asymptotic validity of Bayesian generalized method of moments
- Posterior consistency of nonparametric conditional moment restricted models
- Bayesian and classical approaches to instrumental variable regression
- Iterative regularisation in nonparametric instrumental regression
- When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- Additive nonparametric instrumental regressions: a guide to implementation
- Regularized posteriors in linear ill-posed inverse problems
- SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
- Semiparametric Bayes instrumental variable estimation with many weak instruments
- Regularizing priors for linear inverse problems
- Bayesian Instrumental Variables: Priors and Likelihoods
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