Tikhonov regularization for nonparametric instrumental variable estimators
DOI10.1016/J.JECONOM.2011.08.006zbMATH Open1441.62694OpenAlexW3121412539MaRDI QIDQ738136FDOQ738136
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
endogeneityinstrumental variablenonparametric estimationTikhonov regularizationill-posed inverse problems
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 (16)
- ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION
- Nonparametric instrumental variable derivative estimation
- A functional estimation approach to the first-price auction models
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
- Instrumental variable methods for recovering continuous linear functionals
- Nonparametric instrumental variable estimation in practice
- Iterative regularisation in nonparametric instrumental regression
- A new instrumental method for dealing with endogenous selection
- Regularized LIML for many instruments
- High-Dimensional Mixed-Frequency IV Regression
- Tikhonov regularization for nonparametric instrumental variable estimators
- Additive nonparametric instrumental regressions: a guide to implementation
- Optimal weighting for linear inverse problems
- Adaptive estimation for some nonparametric instrumental variable models with full independence
- Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
- HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS
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