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Bias-corrected condence intervals in a class of linear inverse problems

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  • Florens, Jean-Pierre
  • Horowitz, Joel
  • Van Keilegom, Ingrid

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  • Florens, Jean-Pierre & Horowitz, Joel & Van Keilegom, Ingrid, 2016. "Bias-corrected condence intervals in a class of linear inverse problems," LIDAM Discussion Papers ISBA 2016021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2016021
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    References listed on IDEAS

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    1. Florens, Jean-Pierre & Van Bellegem, Sébastien, 2015. "Instrumental variable estimation in functional linear models," Journal of Econometrics, Elsevier, vol. 186(2), pages 465-476.
    2. S. Darolles & Y. Fan & J. P. Florens & E. Renault, 2011. "Nonparametric Instrumental Regression," Econometrica, Econometric Society, vol. 79(5), pages 1541-1565, September.
    3. 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.
    4. Cardot, Hervé & Johannes, Jan, 2010. "Thresholding projection estimators in functional linear models," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 395-408, February.
    5. 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.
    6. Cardot, Herve & Johannes, Jan, 2010. "Thresholding projection estimators in functional linear models," LIDAM Reprints ISBA 2010034, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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    Cited by:

    1. Babii, Andrii, 2020. "Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models," Econometric Theory, Cambridge University Press, vol. 36(4), pages 658-706, August.

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