Similar Search Results

Estimation of nonparametric conditional moment models with possibly nonsmooth moments

Chen, Xiaohong (contributor); Pouzo, Demian (contributor) - 2008

This paper studies nonparametric estimation of conditional moment models in which the residual functions could be … variables (IV) estimation, and a difficult nonlinear ill-posed inverse problem with an unknown operator. We first propose a … a simulation study and an empirical estimation of a system of nonparametric quantile IV Engel curves. -- nonsmooth …

Persistent link: https://www.econbiz.de/10003739667

Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur - In: Economics letters 100 (2008) 3, pp. 381-384

Persistent link: https://www.econbiz.de/10003768802

Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur - 2007 - rev.

Persistent link: https://www.econbiz.de/10003838341

On rate optimality for ill-posed inverse problems in econometrics

Chen, Xiaohong (contributor); Reiß, Markus (contributor) - 2007

Persistent link: https://www.econbiz.de/10003540221

Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

Chen, Xiaohong (contributor); Hu, Yingyao (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003519170

Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

Chen, Xiaohong; Christensen, Timothy - 2013 - rev.

We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric instrumental variables (NPIV) regression in econometrics and a difficult ill-posed inverse problem with unknown operator in statistics. We first establish a general upper bound...

Persistent link: https://www.econbiz.de/10010197046