Identification and Estimation by Penalization in Nonparametric Instrumental Regression
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- Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2011. "Identification And Estimation By Penalization In Nonparametric Instrumental Regression," Econometric Theory, Cambridge University Press, vol. 27(3), pages 472-496, June.
- FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, Sébastien, 2007. "Identification and estimation by penalization in nonparametric instrumental regression," LIDAM Discussion Papers CORE 2007085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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More about this item
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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This paper has been announced in the following NEP Reports:- NEP-ECM-2010-05-22 (Econometrics)
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