Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression

DOI10.1016/j.jeconom.2013.06.001zbMath1293.62090arXiv1307.6701OpenAlexW2077622160MaRDI QIDQ2512613

Jan Johannes, Enno Mammen, Fabian Dunker, Thorsten Hohage, Jean-Pierre Florens

Publication date: 7 August 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.6701

zbMATH Keywords

iterative regularizationnonparametric regressionnonlinear inverse problemsinstrumental regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (8)

Nonparametric instrumental variables estimation for efficiency frontier ⋮ Efficient estimation in models with independence restrictions ⋮ Direct instrumental nonparametric estimation of inverse regression functions ⋮ Iterative algorithm for non parametric estimation of the instrumental variables quantiles ⋮ Nonparametric identification and estimation with discrete instruments and regressors ⋮ SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION ⋮ Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring ⋮ Adaptive estimation for some nonparametric instrumental variable models with full independence

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