Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior

Journal of Econometrics

Volumn 170, Issue 2, 2012, Pages 458-475

  Florens, Jean Pierre ^a   Simoni, Anna ^b  

^a TOULOUSE SCHOOL OF ECONOMICS   (France)

^b BOCCONI UNIVERSITY   (Italy)

Author keywords

Instrumental regression; Nonparametric estimation; Posterior consistency; Posterior distribution; Tikhonov regularization

Indexed keywords

INSTRUMENTAL REGRESSION; NON-PARAMETRIC ESTIMATIONS; POSTERIOR CONSISTENCY; POSTERIOR DISTRIBUTIONS; TIKHONOV REGULARIZATION;

BAYESIAN NETWORKS;

INVERSE PROBLEMS;

EID: 84865320541     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.05.016     Document Type: Conference Paper

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