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npbr : a package for nonparametric boundary regression in R
Daouia, Abdelaati; Laurent, Thibault; Noh, Hohsuk - 2015
Persistent link: https://www.econbiz.de/10011302331
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - In: Journal of econometrics 189 (2015) 1, pp. 41-53
Persistent link: https://www.econbiz.de/10011502359
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Optimal model averaging of mixed-data kernel-wighted spline regressions
Racine, Jeffrey; Li, Qi; Zheng, Li - 2018
Persistent link: https://www.econbiz.de/10011844625
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Nonparametric instrumental variable estimation of structural quantile effects
Chernozhukov, Victor; Gagliardini, Patrick; Scaillet, … - 2009 - 31. Aug. 2009
Persistent link: https://www.econbiz.de/10003936749
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Nonparametric instrumental variable estimators of structural quantile effects
Chernozhukov, Victor; Gagliardini, Patrick; Scaillet, … - 2008
We study the asymptotic distribution of Tikhonov Regularized estimation of quantile structural effects implied by a nonseparable model. The nonparametric instrumental variable estimator is based on a minimum distance principle. We show that the minimum distance problem without regularization is...
Persistent link: https://www.econbiz.de/10003961394
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - 2012
the use of shape restrictions, such as monotonicity or convexity, for achieving interval identification of L(g). Economic …
Persistent link: https://www.econbiz.de/10009554348
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Nonparametric instrumental variable estimation of structural quantile effects
Gagliardini, Patrick; Scaillet, Olivier - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1533-1562
Persistent link: https://www.econbiz.de/10009629521
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - 2013
restrictions, such as monotonicity or convexity, for achieving interval identification of L(g). Economic theory often provides such …
Persistent link: https://www.econbiz.de/10009761386
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Estimating stochastic production frontiers : a one-stage multivariate semiparametric Bayesian concave regression method
Preciado Arreola, José Luis; Johnson, Andrew L.; Chen, … - In: European journal of operational research : EJOR 287 (2020) 2, pp. 699-711
Persistent link: https://www.econbiz.de/10012293942
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Nonparametric instrumental variable estimation
Wilhelm, Daniel; Chetverikov, Denis; Kim, Dongwoo - 2017
able to impose monotonicity of the estimated function. The use of such a shape restriction may signi cantly improve the … constrained estimator that imposes the monotonicity, on the other hand, signi cantly reduces variance by removing oscillations of …
Persistent link: https://www.econbiz.de/10011758353