Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (Q2330745)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions |
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Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (English)
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23 October 2019
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nonparametric quantile instrumental variables
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weighted average derivatives
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penalized sieve generalized empirical likelihood
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semiparametric efficiency
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chi-square inference
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