Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10011791592
Persistent link: https://www.econbiz.de/10011503628
We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal uniform (i.e. sup-norm) convergence rate (n= log n)..p=(2p+d) of Stone (1982), where d is the number of regressors and p is the smoothness of the regression function. The optimal rate...
Persistent link: https://www.econbiz.de/10010458629
This paper makes several important contributions to the literature about non- parametric instrumental variables (NPIV ) estimation and inference on a structural function h 0 and functionals of h 0 .First,wederivesup-normconvergence rates for computationally simple sieve NPIV (series two-stage...
Persistent link: https://www.econbiz.de/10011884399
Persistent link: https://www.econbiz.de/10010199075
Persistent link: https://www.econbiz.de/10010470615
This paper makes several important contributions to the literature about nonparametric instrumental variables (NPIV) estimation and inference on a structural function h0 and its functionals. First, we derive sup-norm convergence rates for computationally simple sieve NPIV (series 2SLS)...
Persistent link: https://www.econbiz.de/10011596624