Nonparametric instrumental variable derivative estimation

DOI10.1080/10485252.2018.1428745zbMath1401.62058OpenAlexW2793917696MaRDI QIDQ4643626

No author found.

Publication date: 28 May 2018

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2018.1428745

zbMATH Keywords

endogeneityderivativesill-posed problemregularisationregressioninstrumental variablesnonparametric estimationEngel curveLandweber-Fridman

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

Related Items (3)

A functional estimation approach to the first-price auction models ⋮ Shape constraints in economics and operations research ⋮ Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring

Uses Software

• R
• np

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Iterative regularisation in nonparametric instrumental regression
• How many consumers are rational?
• Tikhonov regularization for nonparametric instrumental variable estimators
• Nonparametric methods for inference in the presence of instrumental variables
• Additive nonparametric instrumental regressions: a guide to implementation
• Gradient-based smoothing parameter selection for nonparametric regression estimation
• Non parametric analysis of panel data models with endogenous variables
• IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION
• ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
• CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
• DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION
• Applied Nonparametric Instrumental Variables Estimation
• Nonparametric Instrumental Regression
• Error Estimates for Regularization Methods in Hilbert Scales
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Instrumental Variable Estimation of Nonparametric Models
• An Iteration Formula for Fredholm Integral Equations of the First Kind
• The practice of non‐parametric estimation by solving inverse problems: the example of transformation models

This page was built for publication: Nonparametric instrumental variable derivative estimation