Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Year of publication: |
2023
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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
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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 | IV-Schätzung | Instrumental variables | Simulation | Derivat | Derivative |
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