Does the constraint matter? A note on the asymptotic properties of nonparametric instrumental variable estimation under monotonicity shape constraint
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DOI: 10.1080/13504851.2017.1349281
Abstract: ABSTRACT I show that constrained monotone instrumental variable estimators are asymptotically equivalent to their unconstrained counterparts whenever the true regression function is in the interior of the constrained set. In a simulation study, a sieve-based… read more here.
Keywords: note asymptotic; instrumental variable; asymptotic properties; constraint matter ... See more keywords