This paper provides sufficient conditions for the nonparametric identification of the regression function m(.) in a … regression model with an endogenous regressor x and an instrumental variable z. It has been shown that the identification of the … regression function from the conditional expectation of the dependent variable on the instrument relies on the completeness of …

This paper provides sufficient conditions for the nonparametric identification of the regression function m(.) in a … regression model with an endogenous regressor x and an instrumental variable z. It has been shown that the identification of the … regression function from the conditional expectation of the dependent variable on the instrument relies on the completeness of …

delta method, and (3) provide results for sparsity-based estimation of regression functions for function-valued outcomes. …

) regression functions, also providing practical, theoretically justified penalty choices. Each of these results is new and could …

continua of Lasso or Post-Lasso type estimators for continua of (nuisance) regression functions and provide practical …