Tikhonov regularization for nonparametric instrumental variable estimators

Journal of Econometrics

Volumn 167, Issue 1, 2012, Pages 61-75

  Gagliardini, Patrick ^a,b   Scaillet, Olivier ^b,c  

^a UNIVERSITY OF LUGANO   (Switzerland)

^b SWISS FINANCE INSTITUTE   (Switzerland)

^c UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Endogeneity; Ill posed inverse problems; Instrumental variable; Nonparametric estimation; Tikhonov regularization

Indexed keywords

ENDOGENEITY; ILL-POSED INVERSE PROBLEM; INSTRUMENTAL VARIABLES; NON-PARAMETRIC ESTIMATIONS; TIKHONOV REGULARIZATION;

APPROXIMATION THEORY; ASYMPTOTIC ANALYSIS; AUTOCORRELATION; ESTIMATION; INVERSE PROBLEMS; PARAMETERIZATION; PROBLEM SOLVING;

PARAMETER ESTIMATION;

EID: 84856331809     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.08.006     Document Type: Article

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