important applications: root-n asymptotic normality of the plug-in penalized SMD estimator of a weighted average derivative of a … nonparametric nonlinear IV regression, and the convergence rate of a nonparametric additive quantile IV regression. We also present …

a nonparametric nonlinear IV regression, and the convergence rate of a nonparametric additive quantile IV regression. We … important ap­plications: root-n asymptotic normality of the plug-in penalized SMD estimator of a weighted average derivative of …