Nonparametric Methods for Inference in the Presence of Instrumental Variables by Peter Hall

@inproceedings{Hall2005NonparametricMF,
  title={Nonparametric Methods for Inference in the Presence of Instrumental Variables by Peter Hall},
  author={Peter W. Hall and Joel L. Horowitz},
  year={2005}
}
We suggest two nonparametric approaches, based on kernel methods and orthogonal series to estimating regression functions in the presence of instrumental variables. For the first time in this class of problems, we derive optimal convergence rates, and show that they are attained by particular estimators. In the presence of instrumental variables the relation that identifies the regression function also defines an ill-posed inverse problem, the “difficulty” of which depends on eigenvalues of a… CONTINUE READING
Highly Influential
This paper has highly influenced 23 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 176 citations. REVIEW CITATIONS

Citations

Publications citing this paper.
Showing 1-10 of 132 extracted citations

176 Citations

01020'03'06'10'14'18
Citations per Year
Semantic Scholar estimates that this publication has 176 citations based on the available data.

See our FAQ for additional information.

References

Publications referenced by this paper.
Showing 1-10 of 17 references

Inverse problems and structural econometrics: The example of instrumental variables. In Advances in Economics and Econometrics: Theory and Applications (M

FLORENS, J.-P
2003
View 4 Excerpts
Highly Influenced

On inverse problems with unknown operators

IEEE Trans. Information Theory • 2001
View 2 Excerpts
Highly Influenced

Inverse problems and structural econometrics : The example of instrumental variables

J.-P. FLORENS
Advances in Economics and Econometrics : Theory and Applications • 2003

Linear Integral Equations, 2nd ed

R. KRESS
1999
View 1 Excerpt

On inverse estimation

A. VAN ROOIJ, F. H. RUYMGAART
Asymp - totics , Nonparametrics , and Time Series ( S . Ghosh • 1999
View 1 Excerpt

Optimal discretization and degrees of illposedness for inverse estimation in Hilbert scales in the presence of random noise

P. MATHÉ, S. V. PEREVERZEV
Preprint No • 1999
View 1 Excerpt

Similar Papers

Loading similar papers…