Asset Details

MbrlCatalogueTitleDetail

Do you wish to reserve the book?

Nonparametric Instrumental Regression

by Fan, Y. , Renault, E. , Darolles, S. , Florens, J. P.

in Applications / Density estimation / Distribution / Econometrics / Economic models / Economics and Finance / Eigenvalues / Endogenous / Estimating techniques / Estimation / Estimation methods / Estimators / Exact sciences and technology / Function / Humanities and Social Sciences / ill-posed problem / Instrumental variables / Instrumental variables estimation / Insurance, economics, finance / integral equation / Integral equations / Inverse problems / IV-Schätzung / kernel smoothing / Mathematical analysis / Mathematics / Model testing / Nichtparametrisches Verfahren / Nonparametric inference / Nonparametric models / Numerical analysis / Numerical analysis. Scientific computation / Numerical linear algebra / Probability and statistics / Probability theory / Property / Regression analysis / Sciences and techniques of general use / Significance tests / Statistical models / Statistics / Studies / Theorie / Tikhonov regularization

2011

Yes Please

Hey, we have placed the reservation for you!

By the way, why not check out events that you can attend while you pick your title.

Oops! Something went wrong.

Looks like we were not able to place the reservation. Kindly try again later.

Are you sure you want to remove the book from the shelf?

Nonparametric Instrumental Regression

by Fan, Y. , Renault, E. , Darolles, S. , Florens, J. P.

2011

Confirm

Do you wish to request the book?

Nonparametric Instrumental Regression

by Fan, Y. , Renault, E. , Darolles, S. , Florens, J. P.

2011

Please be aware that the book you have requested cannot be checked out. If you would like to checkout this book, you can reserve another copy

How would you like to get it?

Submit

We have requested the book for you!

Your request is successful and it will be processed during the Library working hours. Please check the status of your request in My Requests.

Oops! Something went wrong.

Looks like we were not able to place your request. Kindly try again later.

Journal Article

Nonparametric Instrumental Regression

Fan, Y.,

Renault, E.,

Darolles, S.,

Florens, J. P.

2011

Overview

The focus of this paper is the nonparametric estimation of an instrumental regression function defined by conditional moment restrictions that stem from a structural econometric model E[Y — (Z) | W] = 0, and involve endogenous variables Y and Z and instruments W. The function is the solution of an ill-posed inverse problem and we propose an estimation procedure based on Tikhonov regularization. The paper analyzes identification and overidentification of this model, and presents asymptotic properties of the estimated nonparametric instrumental regression function.

Share this book

Add to My Shelf

Publisher

Blackwell Publishing Ltd,Econometric Society,Wiley-Blackwell

Subject

/ Economics and Finance

/ Eigenvalues