Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators
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More about this item
Keywords
Artificial neural networks; Relu; Sigmoid; Nonparametric instrumental variables; Weighted average derivatives; Optimal sieve minimum distance; Efficient influence; Semiparametric efficiency; Endogenous demand;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2022-01-17 (Big Data)
- NEP-CMP-2022-01-17 (Computational Economics)
- NEP-ECM-2022-01-17 (Econometrics)
- NEP-ORE-2022-01-17 (Operations Research)
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