Nonparametric instrumental variables estimation for efficiency frontier

DOI10.1016/j.jeconom.2015.06.010zbMath1419.62060OpenAlexW2007344775MaRDI QIDQ2635051

Catherine Cazals, Léopold Simar, Frédérique Fève, Jean-Pierre Florens

Publication date: 11 February 2016

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

Full work available at URL: http://publications.ut-capitole.fr/16691/1/final_nonparametric_2015.pdf

zbMATH Keywords

nonlinear integral equationLandweber iterationtail index estimationendogeneity in frontier modelsinstrumental variable quantile

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

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