Wilhelm, Daniel; Chetverikov, Denis; Kim, Dongwoo - 2017
(NPIV) estimation methods without and with a cross-validated choice of tuning parameters, respectively. Both commands are … performance of the NPIV estimator (Chetverikov and Wilhelm 2017). This is because the ill-posedness of the NPIV estimation problem … properties and an application to the estimation of gasoline demand functions. …