ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION

DOI10.1017/S0266466614000966zbMath1441.62616arXiv1109.0961MaRDI QIDQ5741622

Christoph Breunig, Jan Johannes

Publication date: 29 July 2016

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.0961

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

Nonparametric estimation in case of endogenous selection, NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS, Simple adaptive estimation of quadratic functionals in nonparametric IV models, Specification testing in random coefficient models, Optimal linear instrumental variables approximations, Ill-posed estimation in high-dimensional models with instrumental variables, Wavelet estimation of the dimensionality of curve time series, Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression, Adaptive estimation for some nonparametric instrumental variable models with full independence

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