instrumental variables (NPIV) regression in econometrics and a difficult ill-posed inverse problem with unknown operator in …We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric … spline and wavelet least squares regression estimators under weakly dependent data and heavy-tailed error terms. This upper …

. Efficient estimators and uniformly valid confidence intervals for regression coefficients on target variables (e.g., treatment … or policy variable) in a high-dimensional approximately sparse regression model, for average treatment effect (ATE) and … heteroscedastic and non-Gaussian errors are implemented. Moreover, joint/ simultaneous confidence intervals for regression …

on the regression coefficients. This is in contrast to the homoskedastic case, where these statistics, together with the …

increasingly important in applied econometrics. As with mean-regression models, an erroneous assumption that the explanatory … whose structural function is identified through a conditional quantile restriction. Quantile regression models are … variables in a quantile regression model are exogenous can lead to highly misleading results. In addition, a test of exogeneity …