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 …
