Search Results - subject:"Nonlinear welfare functionals"

Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

Chen, Xiaohong; Christensen, Timothy M. - In: Quantitative Economics 9 (2018) 1, pp. 39-84

This paper makes several important contributions to the literature about non- parametric instrumental variables (NPIV ) estimation and inference on a structural function h0 and functionals of h0 .First, we derive sup-norm convergence rates for computationally simple sieve NPIV (series two-stage...

Persistent link: https://www.econbiz.de/10011995512

Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

Chen, Xiaohong; Christensen, Timothy M. - In: Quantitative economics : QE ; journal of the … 9 (2018) 1, pp. 39-84

This paper makes several important contributions to the literature about non- parametric instrumental variables (NPIV ) estimation and inference on a structural function h 0 and functionals of h 0 .First,wederivesup-normconvergence rates for computationally simple sieve NPIV (series two-stage...

Persistent link: https://www.econbiz.de/10011884399

Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

Chen, Xiaohong; Christensen, Timothy M. - 2017

This paper makes several important contributions to the literature about nonparametric instrumental variables (NPIV) estimation and inference on a structural function h0 and its functionals. First, we derive sup-norm convergence rates for computationally simple sieve NPIV (series 2SLS)...

Persistent link: https://www.econbiz.de/10011941433

Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

Chen, Xiaohong; Christensen, Timothy M. - 2017 - Revised: January 25, 2017

Persistent link: https://www.econbiz.de/10011596624

Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation

Chen, Xiaohong; Christensen, Timothy - 2015

This paper makes several contributions to the literature on the important yet difficult problem of estimating functions nonparametrically using instrumental variables. First, we derive the minimax optimal sup-norm convergence rates for nonparametric instrumental variables (NPIV) estimation of...

Persistent link: https://www.econbiz.de/10011445741

Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation

Chen, Xiaohong; Christensen, Timothy - 2015 - Rev. March 31, 2015

Persistent link: https://www.econbiz.de/10011286502

Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation

Chen, Xiaohong; Christensen, Timothy - Cowles Foundation for Research in Economics, Yale University - 2013

Persistent link: https://www.econbiz.de/10011213862