Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Year of publication: |
2019
|
---|---|
Authors: | Chen, Xiaohong ; Pouzo, Demian ; Powell, James |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 213.2019, 1, p. 30-53
|
Subject: | Chi-square inference | Nonparametric quantile instrumental variables | Penalized sieve generalized empirical likelihood | Semiparametric efficiency | Weighted average derivatives | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
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