Specification testing in nonparametric instrumental variable estimation
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Publication:738164
DOI10.1016/j.jeconom.2011.09.023zbMath1441.62740OpenAlexW2071930089MaRDI QIDQ738164
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.09.023
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items
Consistent model specification tests based on \(k\)-nearest-neighbor estimation method, NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES, SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION, Quasi-Bayesian analysis of nonparametric instrumental variables models, Specification testing in random coefficient models, Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter, Goodness-of-fit tests based on series estimators in nonparametric instrumental regression, A simple test of completeness in a class of nonparametric specification
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