coincide with the known minimax optimal rates for the nonparametric mean IV regression. We illustrate the theory by two … nonparametric nonlinear IV regression, and the convergence rate of a nonparametric additive quantile IV regression. We also present … nonparametric nonlinear IV regression ; nonparametric additive quantile IV regression …

regression ; mean regression ; series ; locally linear ; kernel methods …

In this paper we develop procedures for performing inference in regression models about how potential policy … on, and our theory covers, all main regression approaches for modeling and estimating conditional distributions, focusing … institutions on the U.S. wage distribution. -- Policy effects ; counterfactual distribution ; quantile regression ; duration …

We consider median regression and, more generally, quantile regression in high-dimensional sparse models. In these … case the ordinary quantile regression is not consistent, we consider quantile regression penalized by the L1-norm of … that applies ordinary quantile regression to the selected model. Fifth, we evaluate the performance of L1-QR in a Monte …