Evdokimov, Kirill S.; Zeleneev, Andrei - 2024 - This version: December, 2023
This paper considers nonparametric identification and estimation of the regression function when a covariate is … nonparametric identification under weak and easy-to-interpret conditions on the instrumental variable. The paper also provides … nonparametric estimators of the regression function and derives their rates of convergence. …