Nonparametric instrument model averaging
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Publication:6091915
DOI10.1080/10485252.2023.2215339OpenAlexW4377225249MaRDI QIDQ6091915
Unnamed Author, Jianan Chen, Binyan Jiang
Publication date: 21 November 2023
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/journal_contribution/Nonparametric_instrument_model_averaging/23066187
endogeneityinstrumental variablenonparametric regressionpenalty functionmodel averagingtwo-stage least squares
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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