Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
From MaRDI portal
Publication:5441275
DOI10.1111/j.1468-0262.2007.00786.xzbMath1134.62024MaRDI QIDQ5441275
Publication date: 11 February 2008
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://discovery.ucl.ac.uk/14679/1/14679.pdf
instrumental variable; nonlinear integral equation; nonparametric regression; optimal rate; endogenous variable; statistical inverse
62G08: Nonparametric regression and quantile regression
45G10: Other nonlinear integral equations
65R30: Numerical methods for ill-posed problems for integral equations
65R32: Numerical methods for inverse problems for integral equations
Related Items
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS, Complete f-moment convergence of moving average process and its application to nonparametric regression models, A robust test of exogeneity based on quantile regressions, SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION, ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION, A simple test of completeness in a class of nonparametric specification, Instrumental variables: an econometrician's perspective, Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality, Inference in semiparametric conditional moment models with partial identification, Iterative algorithm for non parametric estimation of the instrumental variables quantiles, Posterior consistency of nonparametric conditional moment restricted models, Uniform confidence bands for functions estimated nonparametrically with instrumental variables, Tikhonov regularization for nonparametric instrumental variable estimators, Specification testing in nonparametric instrumental variable estimation, Estimation in functional linear quantile regression, On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing, Functional linear regression with functional response, A branch-and-bound algorithm for instrumental variable quantile regression, A closed-form estimator for quantile treatment effects with endogeneity, Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring, Adaptive estimation for some nonparametric instrumental variable models with full independence, Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions, Nonparametric identification and estimation of transformation models, Examples of \(L^2\)-complete and boundedly-complete distributions, Injectivity of a class of integral operators with compactly supported kernels, Direct instrumental nonparametric estimation of inverse regression functions, Quasi-Bayesian analysis of nonparametric instrumental variables models, Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter, Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression, Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals, Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative, A new instrumental method for dealing with endogenous selection, IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION, ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS, Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments
