Tikhonov regularization for nonparametric instrumental variable estimators

DOI10.1016/j.jeconom.2011.08.006zbMath1441.62694MaRDI QIDQ738136

Patrick Gagliardini, Olivier Scaillet

Publication date: 15 August 2016

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

Full work available at URL: https://archive-ouverte.unige.ch/unige:5742

zbMATH Keywords

endogeneity; instrumental variable; Tikhonov regularization; nonparametric estimation; ill-posed inverse problems

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Nonparametric instrumental variable derivative estimation, HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS, ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION, A functional estimation approach to the first-price auction models, Optimal weighting for linear inverse problems, Nonparametric instrumental variable estimation in practice, Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior, Instrumental variable methods for recovering continuous linear functionals, Tikhonov regularization for nonparametric instrumental variable estimators, Additive nonparametric instrumental regressions: a guide to implementation, Adaptive estimation for some nonparametric instrumental variable models with full independence, Goodness-of-fit tests based on series estimators in nonparametric instrumental regression, A new instrumental method for dealing with endogenous selection

Cites Work

• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
• An efficient nonparametric estimator for models with nonlinear dependence
• Instrumental variable estimation of nonseparable models
• Nonparametric transformation to white noise
• Tikhonov regularization for nonparametric instrumental variable estimators
• Nonparametric methods for inference in the presence of instrumental variables
• Linear integral equations.
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
• Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
• Nonparametric Instrumental Variable Estimation of Structural Quantile Effects
• A SPECTRAL METHOD FOR DECONVOLVING A DENSITY
• DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
• Nonparametric Instrumental Regression
• Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
• An IV Model of Quantile Treatment Effects
• A Non-Parametric Test of Exogeneity
• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Instrumental Variable Treatment of Nonclassical Measurement Error Models
• Instrumental Variable Estimation of Nonparametric Models
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item