Nonparametric methods for inference in the presence of instrumental variables

DOI10.1214/009053605000000714zbMath1084.62033arXivmath/0603130MaRDI QIDQ817999

Hall, Peter, Joel L. Horowitz

Publication date: 23 March 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603130

zbMATH Keywords

smoothing; eigenvalue; Monte Carlo; optimality; kernel method; linear operator; bandwith; endogenous variable; exogeneous variable

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference