Honest confidence sets in nonparametric IV regression and other ill-posed models
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- 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.
- Andrii Babii, 2016. "Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models," Papers 1611.03015, arXiv.org, revised Dec 2020.
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- Andrii Babii & Jean-Pierre Florens, 2017. "Are Unobservables Separable?," Papers 1705.01654, arXiv.org, revised Mar 2021.
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- Andrii Babii, 2020. "High-dimensional mixed-frequency IV regression," Papers 2003.13478, arXiv.org.
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- Kengo Kato & Yuya Sasaki & Takuya Ura, 2018. "Inference based on Kotlarski's Identity," Papers 1808.09375, arXiv.org, revised Sep 2019.
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More about this item
Keywords
nonparametric instrumental regression; functional linear regression; density deconvolution; honest uniform confidence sets; non-asymptotic inference; ill-posed models; Tikhonov regularization;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-05-21 (Econometrics)
- NEP-ORE-2017-05-21 (Operations Research)
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