Nonparametric Instrumental Variable Estimation of Structural Quantile Effects

Econometrica

Volumn 80, Issue 4, 2012, Pages 1533-1562

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

^a UNIVERSITY OF LUGANO   (Switzerland)

^b UNIVERSITY OF GENEVA   (Switzerland)

^c SWISS FINANCE INSTITUTE   (Switzerland)

Author keywords

Ill posed inverse problems; Instrumental variable; Nonlinear pricing curve; Nonparametric quantile regression; Tikhonov regularization

Indexed keywords

EID: 84864305606     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA7937     Document Type: Article

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