Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems
Download full text from publisher
Other versions of this item:
- Jean-Pierre Florens & Joel L. Horowitz & Ingred van Keilegom, 2016. "Bias-corrected confidence intervals in a class of linear inverse problems," CeMMAP working papers CWP19/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
References listed on IDEAS
- S. Darolles & Y. Fan & J. P. Florens & E. Renault, 2011.
"Nonparametric Instrumental Regression,"
Econometric Society, vol. 79(5), pages 1541-1565, September.
- Serge Darolles & Jean-Pierre Florens & Eric Renault, 2000. "Nonparametric Instrumental Regression," Working Papers 2000-17, Center for Research in Economics and Statistics.
- Darolles, Serge & Fan, Yanqin & Florens, Jean-Pierre & Renault, Eric, 2003. "Non Parametric Instrumental Regression," IDEI Working Papers 228, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2010.
- DAROLLES, Serge & FLORENS, Jean-Pierre & RENAULT, Éric, 2002. "Nonparametric Instrumental Regression," Cahiers de recherche 2002-05, Universite de Montreal, Departement de sciences economiques.
- Serge Darolles & Jean-Pierre Florens & Yanqin Fan & Eric Renault, 2011. "Nonparametric Instrumental Regression," Post-Print halshs-00677716, HAL.
- Peter Hall & Joel L. Horowitz, 2013. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers CWP29/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Florens, Jean-Pierre & Van Bellegem, Sébastien, 2015. "Instrumental variable estimation in functional linear models," Journal of Econometrics, Elsevier, vol. 186(2), pages 465-476.
- Carrasco, Marine & Florens, Jean-Pierre & Renault, Eric, 2007. "Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 77, Elsevier.
- Cardot, Hervé & Johannes, Jan, 2010. "Thresholding projection estimators in functional linear models," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 395-408, February.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Andrii Babii, 2016.
"Honest confidence sets in nonparametric IV regression and other ill-posed models,"
1611.03015, arXiv.org, revised Oct 2019.
- Babii, Andrii, 2017. "Honest confidence sets in nonparametric IV regression and other ill-posed models," TSE Working Papers 17-803, Toulouse School of Economics (TSE).
More about this item
KeywordsBias-Correction; Functional Linear Regression; Nonparametric Instrumental Variables; Inverse Problem; Regularization; Spectral Cutoff.;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:adr:anecst:y:2017:i:128:p:203-228. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Secretariat General) or (Laurent Linnemer). General contact details of provider: http://edirc.repec.org/data/ensaefr.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.