Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Xiaohong Chen, Demian Pouzo, James L. Powell
| 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 | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.04.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304541