A specification test for nonparametric instrumental variable regression
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Gagliardini, Patrick ; Scaillet, Olivier |
| Published in: |
Annals of economics and statistics. - Amiens : GENES, ISSN 2115-4430, ZDB-ID 2588293-4. - Vol. 128.2017, p. 151-202
|
| Subject: | Specification Test | Nonparametric Regression | Instrumental Variables | Minimum Distance | Tikhonov Regularization | Ill-posed Inverse Problems | Generalized Method of Moments | Bootstrap | Engel Curve | Nichtparametrisches Verfahren | Nonparametric statistics | IV-Schätzung | Instrumental variables | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Regressionsanalyse | Regression analysis | Momentenmethode | Method of moments | Nichtparametrische Schätzung | Nonparametric estimation |
-
Carrasco, Marine, (2007)
-
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation
Chen, Xiaohong, (2015)
-
On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Scaillet, Olivier, (2016)
- More ...
-
Optimal maximin GMM tests for sphericity in latent factor analysis of short panels
Fortin, Alain-Philippe, (2025)
-
Skill, scale, and value creation in the mutual fund industry
Barras, Laurent, (2022)
-
Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets
Gagliardini, Patrick, (2018)
- More ...