User menu

Identification and estimation by penalization in nonparametric instrumental regression

Bibliographic reference Florens, Jean-Pierre ; Johannes, Jan ; Van Bellegem, Sébastien. Identification and estimation by penalization in nonparametric instrumental regression. In: Econometric Theory, Vol. 27, no. 3, p. 472-496 (2011)
Permanent URL
  1. Blundell Richard, Chen Xiaohong, Kristensen Dennis, Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves, 10.1111/j.1468-0262.2007.00808.x
  2. BLUNDELL RICHARD, HOROWITZ JOEL L., A Non-Parametric Test of Exogeneity, 10.1111/j.1467-937x.2007.00458.x
  3. Carrasco, Handbook of Econometrics, 6, 5633 (2008)
  4. Chen, Handbook of Econometrics, 6, 5549 (2008)
  5. Chen, Econometric Theory, 27 (2010)
  6. Chernozhukov Victor, Hansen Christian, An IV Model of Quantile Treatment Effects, 10.1111/j.1468-0262.2005.00570.x
  7. Craven Peter, Wahba Grace, Smoothing noisy data with spline functions : Estimating the correct degree of smoothing by the method of generalized cross-validation, 10.1007/bf01404567
  8. Das M., Instrumental variables estimators of nonparametric models with discrete endogenous regressors, 10.1016/j.jeconom.2004.02.001
  9. Engl, Regularization of Inverse Problems (2000)
  10. Hall Peter, Horowitz Joel L., Nonparametric methods for inference in the presence of instrumental variables, 10.1214/009053605000000714
  11. Hille Einar, Tamarkin J. D., On the characteristic values of linear integral equations, 10.1007/bf02403043
  12. Horowitz Joel L., Lee Sokbae, Nonparametric Instrumental Variables Estimation of a Quantile Regression Model, 10.1111/j.1468-0262.2007.00786.x
  13. Kawata, Fourier Analysis in Probability Theory (1972)
  14. Locker John, Prenter P.M, Regularization with differential operators. I. General theory, 10.1016/0022-247x(80)90145-6
  15. Mair Bernard A., Ruymgaart Frits H., Statistical Inverse Estimation in Hilbert Scales, 10.1137/s0036139994264476
  16. Matzkin Rosa L., Nonparametric Estimation of Nonadditive Random Functions, 10.1111/1468-0262.00452
  17. Newey Whitney K., Powell James L., Instrumental Variable Estimation of Nonparametric Models, 10.1111/1468-0262.00459
  18. Wahba Grace, Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy, 10.1137/0714044
  19. White, Nonparametric and Semi-Parametric Methods in Econometrics and Statistics, 459 (1991)