Narrow search
Showing 1 - 10 of 10
Cover Image
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
Cover Image
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
Chen, Xiaohong; Christensen, Timothy M. - 2013
Persistent link: https://www.econbiz.de/10010199075
Cover Image
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
Chen, Xiaohong; Christensen, Timothy - 2013 - rev.
We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric … instrumental variables (NPIV) regression in econometrics and a difficult ill-posed inverse problem with unknown operator in … spline and wavelet least squares regression estimators under weakly dependent data and heavy-tailed error terms. This upper …
Persistent link: https://www.econbiz.de/10010197046
Cover Image
On rate optimality for ill-posed inverse problems in econometrics
Chen, Xiaohong (contributor); Reiß, Markus (contributor) - 2007
Persistent link: https://www.econbiz.de/10003723184
Cover Image
Estimation of nonparametric conditional moment models with possibly nonsmooth moments
Chen, Xiaohong (contributor); Pouzo, Demian (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724260
Cover Image
Estimation of nonparametric conditional moment models with possibly nonsmooth moments
Chen, Xiaohong (contributor); Pouzo, Demian (contributor) - 2008
coincide with the known minimax optimal rates for the nonparametric mean IV regression. We illustrate the theory by two … nonparametric nonlinear IV regression, and the convergence rate of a nonparametric additive quantile IV regression. We also present … nonparametric nonlinear IV regression ; nonparametric additive quantile IV regression …
Persistent link: https://www.econbiz.de/10003739667
Cover Image
On rate optimality for ill-posed inverse problems in econometrics
Chen, Xiaohong (contributor); Reiß, Markus (contributor) - 2007
Persistent link: https://www.econbiz.de/10003540221
Cover Image
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong; Pouzo, Demian; Powell, James - In: Journal of econometrics 213 (2019) 1, pp. 30-53
Persistent link: https://www.econbiz.de/10012304541
Cover Image
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
Chen, Xiaohong; Christensen, Timothy M. - 2017 - Revised: January 25, 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/10011596624
Cover Image
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression
Chen, Xiaohong - 2013
We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric … instrumental variables (NPIV) regression in econometrics and a difficult ill-posed inverse problem with unknown operator in … spline and wavelet least squares regression estimators under weakly dependent data and heavy-tailed error terms. This upper …
Persistent link: https://www.econbiz.de/10013073448