Tikhonov regularization for nonparametric instrumental variable estimators

DOI10.1016/j.jeconom.2011.08.006zbMath1441.62694OpenAlexW3121412539MaRDI QIDQ738136

Patrick Gagliardini, Olivier Scaillet

Publication date: 15 August 2016

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

Full work available at URL: https://archive-ouverte.unige.ch/unige:5742

zbMATH Keywords

endogeneityinstrumental variableTikhonov regularizationnonparametric estimationill-posed inverse problems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (13)

A new instrumental method for dealing with endogenous selection ⋮ Nonparametric instrumental variable estimation in practice ⋮ Additive nonparametric instrumental regressions: a guide to implementation ⋮ A functional estimation approach to the first-price auction models ⋮ Optimal weighting for linear inverse problems ⋮ HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS ⋮ Nonparametric instrumental variable derivative estimation ⋮ Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior ⋮ Instrumental variable methods for recovering continuous linear functionals ⋮ ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION ⋮ Tikhonov regularization for nonparametric instrumental variable estimators ⋮ Adaptive estimation for some nonparametric instrumental variable models with full independence ⋮ Goodness-of-fit tests based on series estimators in nonparametric instrumental regression

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