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Adaptive estimation of functionals in nonparametric instrumental regression

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  • Breunig, Christoph
  • Johannes, Jan

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  • Breunig, Christoph & Johannes, Jan, 2013. "Adaptive estimation of functionals in nonparametric instrumental regression," LIDAM Discussion Papers ISBA 2013058, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2013058
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    Cited by:

    1. Fève, Frédérique & Florens, Jean-Pierre, 2014. "Non parametric analysis of panel data models with endogenous variables," Journal of Econometrics, Elsevier, vol. 181(2), pages 151-164.
    2. Xiaohong Chen & Timothy Christensen, 2013. "Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation," Cowles Foundation Discussion Papers 1923R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
    3. Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers 32/15, Institute for Fiscal Studies.
    4. Horowitz, Joel L., 2014. "Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter," Journal of Econometrics, Elsevier, vol. 180(2), pages 158-173.

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