Uniform confidence bands for functions estimated nonparametrically with instrumental variables

DOI10.1016/j.jeconom.2011.12.001zbMath1443.62099OpenAlexW2107848080MaRDI QIDQ527929

Joel L. Horowitz, Sokbae Lee

Publication date: 12 May 2017

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

Full work available at URL: http://discovery.ucl.ac.uk/18216/1/18216.pdf

zbMATH Keywords

bootstrapsieve estimatorinstrumental variablesuniform confidence band

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15)

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