A specification test for nonparametric instrumental variable regression
Patrick Gagliardini, Olivier Scaillet
| Year of publication: |
December 2017
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|---|---|
| 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
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| 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 |