This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified …

This paper studies the nonparametric identification and estimation of voters' preferences when voters are ideological …

estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps …

This paper studies the nonparametric identification and estimation of voters' preferences when voters are ideological …

instrumental variables. We show that a sieve nonparametric instrumental variables estimator is pointwise asymptotically normally …

impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR …

infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with … methods. We provide conditions for the use of nonparametric kernel and series estimators, including a novel result that …

autocorrelation in the data by using a nonparametric estimator of the optimal weighting matrix. This paper addresses the issue of … choosing the corresponding smoothing parameter (or bandwidth) so that the resulting point estimate is optimal in a certain … sense. We derive an asymptotically optimal bandwidth that minimizes a higher-order approximation to the asymptotic …