In nonparametric instrumental variables estimation, the mapping that identifies the function of interest, g say, is … discontinuous and must be regularised (that is, modified) to make consistent estimation possible. The amount of modification is … in applications are not yet available. This paper presents such a method for use in series estimation, where the …

We consider estimation of a linear or nonparametric additive model in which a few coefficients or additive components …

nonparametric estimation of this function. The latter property is important because, owing to the ill-posed inverse problem, a test …

show the importance of such measurement errors for the estimation of demand in a setting with nonseparable unobserved …

Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias … overcome this problem it is common practice to either undersmooth, so as to reduce the impact of bias, or oversmooth, and … thereby introduce an explicit or implicit bias estimator. However, these approaches, and others based on nonstandard smoothing …