Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Year of publication: |
2023
|
---|---|
Authors: | Chen, Jiafeng ; Chen, Xiaohong ; Tamer, Elie T. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 1848-1875
|
Subject: | Artificial Neural Networks | Efficient influence | Endogenous demand | Nonparametric instrumental variables | Optimal sieve minimum distance | Relu | Semiparametric efficiency | Sigmoid | Weighted average derivatives | Neuronale Netze | Neural networks | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
-
Chen, Jiafeng, (2021)
-
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua, (2023)
-
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong, (2019)
- More ...
-
Chen, Jiafeng, (2021)
-
MCMC confidence sets for identified sets
Chen, Xiaohong, (2016)
-
MCMC confidence sets for identified sets
Chen, Xiaohong, (2016)
- More ...