Additive nonparametric instrumental regressions: a guide to implementation
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Publication:1669826
DOI10.1515/jem-2015-0010zbMath1400.62315OpenAlexW2566537483MaRDI QIDQ1669826
Samuele Centorrino, Jean-Pierre Florens, Frédérique Fève
Publication date: 4 September 2018
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: http://www.stonybrook.edu/commcms/economics/research/papers/2017/Centorrino_Feve_Florens2017.pdf
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)
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Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect ⋮ Functional linear regression with functional response ⋮ Time-varying unobserved heterogeneity in earnings shocks ⋮ Optimal linear instrumental variables approximations ⋮ Nonparametric instrumental variable derivative estimation ⋮ Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring
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