Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior
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- Florens, Jean-Pierre & Simoni, Anna, 2012. "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Journal of Econometrics, Elsevier, vol. 170(2), pages 458-475.
- Jean-Pierre Florens & Anna Simoni, 2012. "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Post-Print hal-03089888, HAL.
- Jean-Pierre Florens & Anna Simoni, 2012. "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Post-Print hal-00922877, HAL.
- Florens, Jean-Pierre & Simoni, Anna, 2010. "Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior," IDEI Working Papers 622, Institut d'Économie Industrielle (IDEI), Toulouse.
References listed on IDEAS
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- Hedibert F. Lopes & Nicholas G. Polson, 2014. "Bayesian Instrumental Variables: Priors and Likelihoods," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 100-121, June.
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- 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.
- Florens, Jean-Pierre & Simoni, Anna, 2016.
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- Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," IDEI Working Papers 621, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Pierre Florens & Anna Simoni, 2016. "Regularizing Priors For Linear Inverse Problems," Post-Print hal-03089887, HAL.
- Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," IDEI Working Papers 767, Institut d'Économie Industrielle (IDEI), Toulouse.
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- Jean-Pierre Florens & Anna Simoni, 2013. "Regularizing Priors for Linear Inverse Problems," Working Papers hal-00873180, HAL.
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- Xiaohong Chen & Timothy M. Christensen, 2013. "Optimal uniform convergence rates for sieve nonparametric instrumental variables regression," CeMMAP working papers 56/13, Institute for Fiscal Studies.
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- Asin, Nicolas & Johannes, Jan, 2016. "Adaptive non-parametric instrumental regression in the presence of dependence," LIDAM Discussion Papers ISBA 2016015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
- Samuele Centorrino & Jean-Pierre Florens, 2014. "Nonparametric Instrumental Variable Estimation of Binary Response Models," Department of Economics Working Papers 14-07, Stony Brook University, Department of Economics.
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More about this item
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2010-10-02 (Econometrics)
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