Nonparametric estimation of triangular simultaneous equations models under weak identification

DOI10.3982/QE975zbMath1454.62117OpenAlexW3175700644MaRDI QIDQ5116132

Sukjin Han

Publication date: 24 August 2020

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe975

zbMATH Keywords

regularizationweak instrumentsnonparametric identificationseries estimationweak identificationtriangular modelsconcurvity

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05)

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