Direct instrumental nonparametric estimation of inverse regression functions
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DOI: 10.1016/j.jeconom.2017.07.001
Abstract: This paper treats the estimation of the inverse g−1 of a monotonic function g satisfying E[Y−g(X)|W]=0 where (X,W) is continuously distributed. Using instrumental restrictions, many parameters of interest in econometrics can be expressed as inverses… read more here.
Keywords: estimation inverse; inverse regression; direct instrumental; nonparametric estimation ... See more keywords