Nonparametric estimation in case of endogenous selection
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Publication:1652959
DOI10.1016/j.jeconom.2017.11.002zbMath1394.62040OpenAlexW2752035465MaRDI QIDQ1652959
Enno Mammen, Anna Simoni, Christoph Breunig
Publication date: 17 July 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2015-050.pdf
instrumental variableinverse problemasymptotic normalityconvergence rateregression estimationinverse probability weightingsieve minimum distancebootstrap uniform confidence bandsendogenous selection
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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